Devein shrimp, but do not remove shells. Shells help retain flavor and will be removed after poaching.
Prepare an ice bath. Set aside
In a dutch oven, add water, kosher salt, bay leaf, juice of lemon + squeezed lemon halves. When poaching liquid comes to a boil, lower heat to a simmer and add shrimp. Cook shrimp for four minutes. Test one to make sure it is cooked through.
Once shrimp are cooked, add to ice bath for 6 minutes. Once shrimp are completely cooled, remove shells until you reach the tails. Leave tail on, as it serves as a good handle and keeps fingers mess-free when dipping.
Place shrimp in a bowl, cover and leave in refrigerator until ready to plate.