Step 1

Combine 4 cups cold water, shrimp, and 2 teaspoons salt in Dutch oven. Set pot over medium-high heat and cook, stirring occasionally, until water registers 170 degrees and shrimp are just beginning to turn pink, 5 to 7 minutes. Remove from heat, cover, and let sit until shrimp are completely pink and firm, 5 to 7 minutes. Stir ice into pot and let shrimp cool completely, about 5 minutes. Drain shrimp in colander. Transfer shrimp to paper towel–lined baking sheet and pat dry.

Step 2

Combine vinegar, sugar, garlic, bay leaves, allspice, coriander seeds, and pepper flakes in large bowl and microwave until hot, about 2 minutes. Stir to dissolve sugar. Let cool completely. Whisk in oil, capers, mustard, dill, hot sauce, Worcestershire, and 1 teaspoon salt until combined.

Step 3

Stir onion, lemon wedges, and shrimp into vinegar mixture until thoroughly combined. Push to submerge shrimp in marinade, then place small plate on top to keep submerged. Cover and refrigerate, stirring occasionally, for at least 3 hours or up to 48 hours. To serve, remove shrimp from marinade using slotted spoon.