In a large saucepan, add water, peppercorns, salt and bay leaf. Cut lemon in half and squeeze juice into the pan before also adding lemon halves right into the mix.

Bring pan to a boil and reduce heat to medium, simmering for 10 minutes. Add frozen shrimp to the poaching liquid and return to a boil, cooking for about 6 minutes. If shrimp are thawed, reduce cooking time to 4 to 5 minutes.

Drain liquid and shrimp into a colander. Let shrimp cool, then serve with cocktail sauce. Shrimp can be made up to a day ahead and stored in an air-tight container in the refrigerator.

1 teaspoon prepared horseradish (read the label to ensure Whole30 compliance)

Mix together in a small bowl and serve with chilled shrimp. Can be made ahead and stored in an air-tight container in the refrigerator for up to a week.