Make ice bath: Add ice to a large bowl and add water to cover, set aside.
Boil water: Add water, parsley, bay leaves, peppercorn, juice from one lemon. Bring to a boil, let boil for 10 minutes. Turn off heat and add shrimp to pot.
Poach shrimp: Let shrimp sit in hot water for 3 minutes. Remove shrimp from the pot with a slotted spoon or drain in a colander and transfer to the prepared ice bath. Let shrimp sit in ice bath for 5-10 minutes before draining. Pat shrimp dry with a paper towel and chill until ready to serve.
Plate and serve: Serve shrimp with cocktail sauce, lemon wedges and fresh parsley for garnish.
Notes
To make your own cocktail sauce just combine
Shrimp can be poached up to 1 day in advance. Keep shrimp chilled in the refrigerator until ready to serve.