Fill a medium saucepan with the cold water; add the salt, coriander, peppercorns and lemon wedges, squeezing the juice into the pot first, and bring to a boil. Let boil for 5 minutes. Turn the heat off, add the shrimp, cover, and let the shrimp sit in the liquid for 15 minutes, to cook through and absorb the flavor. Drain the shrimp in a colander, place in a bowl, cover, and chill in the refrigerator for at least 1 hour. Serve shrimp with Tomatillo-Horseradish Sauce for dipping.
Preheat oven to 350 degrees F.
Place tomatillos, onion, garlic, and jalapeno in a medium roasting pan, toss with the oil, and season with salt and pepper. Cook until the mixture is soft, but do not allow it to color, about 20 to 25 minutes. Transfer to a food processor and process until smooth. Add the vinegar, horseradish, and cilantro and pulse just to combine. Season with salt and pepper. Scrape into a bowl, cover, and refrigerate for at least 1 hour before serving.