Prepare the Shrimp: If the shrimp were frozen, thaw them overnight in the fridge. Keep the shells on for extra flavor but remove the veins for a cleaner look. Use a toothpick to gently lift the vein at the second joint from the head and pull it out slowly. Trim any exposed parts and rinse under cold water.
Prepare the Boiling Water: In a large pot, add 2 liters of water, 2 bay leaves, 1 tbsp of salt, 1 tsp of black peppercorns, and some lemon wedges. Let it simmer for 2 minutes to infuse the water with aromatic flavors.
Cook the Shrimp: Add the shrimp to the boiling water and stir to distribute the heat evenly. Once the water comes back to a boil, cook for just 2 to 3 minutes. The shrimps are ready when they turn pink. Transfer them to an ice bath immediately to stop the cooking process and lock in their juiciness.
Make the Dipping Sauce: In a small bowl, mix 2 tbsp of mayonnaise, 2 tsp of Dijon mustard, a dash of Sriracha sauce, 2 minced garlic cloves, the juice of half a lime, and a pinch of salt and pepper. Taste and adjust the spice to your preference.
Serve: Drain the shrimp and serve in a bowl with ice. Place the dipping sauce in the center and garnish with lime wedges. A sprinkle of smoked paprika adds a touch of smokey flavor to the sauce.