Fill a large pot with water
Add salt, lemon slices, and optional bay leaves
Bring the water to a boil
Add the shrimp
Cook until the shrimp turn pink and opaque, about 2 to 3 minutes
Do not overcook
Drain the shrimp immediately
Transfer the shrimp to an ice bath
Chill for several minutes
Drain again and pat dry
Refrigerate until ready to serve
Serve with cocktail sauce