Fill a large bowl halfway with ice. Fill with water until full. Set aside.
Add 6 cups or water to a large pot. Stir in the salt, sugar, lemon, and bay leaf. Bring the mixture to a boil. Turn off the heat and add the shrimp. Cook, stirring occasionally, until the shrimp are just cooked through, about 3 minutes.
2 tablespoons kosher salt, 2 tablespoons granulated sugar, 1 lemon, 1 bay leaf, 2 pounds shrimp
Immediately remove the shrimp and place them in the bowl of ice water. Once cool, drain the shrimp and pat them dry.
In a bowl, stir together the chili sauce, ketchup, horseradish, hot sauce, pepper and salt.
½ cup Heinz Chili Sauce, ½ cup ketchup, 1 tablespoon prepared horseradish, 1 teaspoon hot sauce, ½ teaspoon ground black pepper, Kosher salt
Serve the shrimp with cocktail sauce and lemon wedges.
Lemon wedges