Shrimp Cocktail

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Kosher salt and freshly ground pepper

For the shrimp:

2 bay leaves

1 lemon, quartered, plus wedges for serving

1 tablespoon black peppercorns

1 tablespoon coriander seeds

Kosher salt

1 pound (about 24) large shrimp, peeled and deveined, tails intact

For the cocktail sauce:

1/3 cup sweet chili sauce (such as Heinz)

1/4 cup ketchup

Juice of 1 lemon

2 tablespoons horseradish, drained

1 teaspoon hot sauce

1/4 teaspoon Worcestershire sauce