Chill the shrimp in the refrigerator
Bring a pot of salted water to a boil
Add lemon slices, bay leaf, and optional seasoning to the water
Add the shrimp and cook until pink and opaque
Drain the shrimp immediately
Transfer the shrimp to an ice bath to stop cooking
Chill the shrimp completely
Pat the shrimp dry
Arrange the shrimp on a serving platter
Serve with cocktail sauce and lemon wedges