Add 12 cups water to a large pot. Cut lemon in half and juice into the water. Drop lemon halves into the water. Stir in peppercorns, salt and bay leaves.

Bring water to a boil. While water is boiling, add ice to a large bowl and cover with water.

Once pot is boiling, carefully drop in shrimp, cover with a lid and turn of heat. Set a timer for 5 minutes.

When the timer goes off, drain the pot and immediately submerge shrimp into ice water. Let sit for 8 to 10 minutes, until shrimp is chilled.

Peel and devein shrimp. Serve with Whole30 compatible cocktail sauce as an appetizer, or refrigerate shrimp in an air-tight container for grab-and-go protein for salads.