6 cups water
1 small lemon, thinly sliced
1 tsp. fresh minced garlic
2 bay leaves
5 black peppercorns
3–4 sprigs fresh Italian parsley
3/4 tsp. kosher salt
1 pound medium to large shrimp, peeled and deveined (tails left on)
1/4 cup Greek yogurt
2 Tbsp. chopped fresh cilantro, or more to taste
2 to 3 avocados (ripe but not overripe)
Juice of 1 lime, or more to taste
About 3/4 cup milk
Pour water in a Dutch oven or large saucepan. Add lemon slices, garlic, bay leaves, peppercorns, parsley, and kosher salt. Heat over medium-high heat to a gentle boil.
Reduce heat to medium and simmer for 5 minutes to allow flavors to mingle.
Add shrimp and cook for 2-1/2 to 3 minutes, or until shrimp are pink and cooked. Remove from heat and place shrimp in a colander. Rinse under cold water.
Refrigerate shrimp until cold and serve with cocktail sauce of your choice.
For the avocado crema: Put the yogurt, cilantro, avocados, lime juice, and some salt in a food processor and mix until completely smooth.
Gradually add the milk and keep blending until the desired consistency is reached (you can add more or less milk as desired).