Pickled Citrus Shrimp

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Shrimp: 

1 tablespoon seafood seasoning, such as Old Bay

2 teaspoons kosher salt

1/2 teaspoon ground black pepper

3 pounds medium shrimp (16/20), peeled and deveined with the tails on

2 tablespoons extra-virgin olive oil

Marinade:

1 teaspoon celery seed

1 teaspoon coriander seeds

1 teaspoon fennel seeds

1 teaspoon mustard seeds

1/4 cup white wine vinegar

1/2 cup fresh lemon juice

2 tablespoons extra-virgin olive oil

1 teaspoon ground white pepper

14 bay leaves

6 cloves garlic, sliced very thin

3 dried hot chile peppers, like arbol chiles

2 small Spanish onions, sliced very thin

2 lemons, sliced very thin