Fill a large pot with water
Add salt, lemon slices, and optional bay leaves
Bring the water to a boil
Add shrimp and cook until pink and opaque
Drain the shrimp
Transfer shrimp to an ice bath to stop cooking
Chill the shrimp completely
Peel and devein if needed
Arrange shrimp on a serving plate or bowl
Serve with cocktail sauce and lemon wedges