Look for shrimp labeled "flash-frozen" (frozen at sea), which can be purchased in advance and thawed when needed. If you choose to use fresh shrimp from a fishmonger, buy it on the day you plan to use it.
- 2 pounds large shrimp (16 to 18 count)
- 4 quarts water
- 1 halved lemon
- 2 dried bay leaves
- 1 tablespoon salt
Prepare shrimp: Hold each shrimp, leg side up, and peel shell from inside curve, leaving tail intact. To devein, gently run a paring knife along center of outside curve from head to tail, exposing vein. Remove vein; rinse shrimp.
Fill a large pot with 4 quarts water; add lemon, bay leaves, and salt. Cover; bring to a boil. Reduce heat; simmer 10 minutes. Return to a boil. Add shrimp. Cook until bright pink and opaque, about 1 minute 45 seconds.
Use a slotted spoon to transfer shrimp to a wire rack set over a rimmed baking sheet; cover with ice, and let cool, about 5 minutes. (To store, fill a bowl 3/4 full with ice. Put shrimp in resealable plastic bags. Place atop ice; cover with more ice. Refrigerate up to 1 day, replenishing ice as needed.)