Step 1

Stir together scallions, thyme, chiles, lemon zest and juice, oil, 2 teaspoons salt, and 1/4 teaspoon pepper in a small bowl.

Step 2

Bring 2 quarts water to a boil in a large saucepan. Add bay leaves, sugar, and 2 tablespoons salt, stirring until sugar and salt have dissolved. Stir in shrimp, cover, and remove from heat. Let stand 3 minutes. Strain shrimp and bay leaves; immediately transfer to a nonreactive container. Pour in scallion mixture; let cool completely. Cover and shake vigorously to ensure shrimp are evenly coated. Refrigerate at least 8 hours and up to 5 days. Remove from refrigerator 30 minutes before serving.