Combine the Shrimp Cocktail Sauce ingredients in a small mixing bowl. Stir to combine. Taste and add any additional horseradish, as desired. Set aside.

Bring a large pot of water to boil (leave enough room in the pot to add the shrimp). 

Fill a large mixing bowl with cold water and add ice (this is your ice bath to stop the shrimp from cooking). Set next to the stove.

Add the lemon slices, Old Bay Seasoning and salt to the pot of boiling water. Stir to combine.

Add shrimp and let cook 1-2 minutes or until fully cooked.

Remove with a slotted spoon and place directly into the ice bath. Let cool 5 minutes.

Remove from ice bath and place on a shallow bowl filled with ice.

Serve with Shrimp Cocktail Sauce and lemon wedges.