Prepare the water bath. Pour about 4 quarts of cold water into a big bowl and add ice and sea salt. Stir until some of the salt has dissolved.

Add another 4-5 quarts of water to a large pot, and bring to a rolling boil. Add all the shrimp at once and give a slight stir.

Return the pot to a boil and cook until the shrimp change color and start to float to the top. Once they reach this stage, take them out right away; be careful not to overcook!

Remove the shrimp as fast as possible with a slotted spoon and add them to the ice water and chill for 15 minutes. If all the ice melts once the shrimp are in, add more ice to keep it cold.

Drain the shrimp and serve as is, or with sliced lemon. There's no need to peel or devein before serving. Leftovers can be refrigerated covered with a moist paper towel for up to one day.