01 - Fill a medium saucepan with water, add sea salt and lemon slices. Bring to a boil over high heat.
02 - Add shrimp to boiling water and cook for 2–3 minutes, or until shrimp turn pink and are just cooked through. Do not overcook.
03 - Immediately transfer shrimp to a bowl of ice water to stop the cooking process. Let chill for at least 5 minutes. Drain well and pat dry.
04 - In a small bowl, whisk together ketchup, horseradish, lemon juice, Worcestershire sauce, hot sauce, and black pepper. Adjust seasoning to taste.
05 - Arrange chilled shrimp on a serving platter or in cocktail glasses. Serve with cocktail sauce on the side, lemon wedges, and fresh herb garnish.