2poundsdeveined shell-on jumbo shrimp (16 to 20 per pound)
2 ½tablespoonssalt
10sprigs fresh thyme
2teaspoonspeppercorns
3bay leaves
½teaspooncelery seed
82-inch strips lemon peel plus 1/4 cup juice, from 2 lemons (reserve the lemon halves that have been juiced)
8cupsice
Cocktail Sauce:
1cupketchup
¼cupprepared horseradish
1teaspoonWorcestershire sauce
1teaspoonlemon juice
½teaspoonOld Bay seasoning
⅛teaspooncayenne pepper
Instructions
Combine the shrimp, 4 cups cold water, salt, thyme, peppercorns, bay leaves and celery seeds in a large pot. Cook the mixture over medium-high heat, stirring every so often, until the water registers 170 degrees and the shrimp are just beginning to turn pink, 5 to 7 minutes.
Remove the pot from the heat and add the lemon peels, juice and lemon halves that have already been juiced. Cover the pot and let the mixture sit until the shrimp are completely pink and firm, 5 to 7 minutes. Stir the ice into the pot and let the shrimp cool completely, about 5 minutes. Drain the water and peel the shrimp, leaving the tails intact. Refrigerate the shrimp up to 24 hours until ready to serve.
For the cocktail sauce, whisk all the ingredients together until combined. Store in the refrigerator until ready to serve with the shrimp.
Notes
Make Ahead: the shrimp and sauce may be made up to 24 hours in advance and refrigerate. If you can't find shrimp that are deveined, simply cut through the top of the shell along the vein line (leaving the shell on the shrimp), and remove and discard the vein.