01 - Fill a medium saucepan with water and add sea salt and lemon slices. Bring the water to a rolling boil over high heat.
02 - Carefully add shrimp to the boiling water. Cook for 2–3 minutes, watching closely until shrimp turn pink and opaque. Do not overcook.
03 - Immediately transfer cooked shrimp to a bowl of ice water to stop cooking process. Let chill for at least 5 minutes. Drain thoroughly and pat dry.
04 - In a small mixing bowl, whisk together ketchup, horseradish, lemon juice, Worcestershire sauce, hot sauce, and black pepper. Taste and adjust seasoning to preference.
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.