Pickled shrimp are not your standard, classic pickle: it's more of a preservation technique, using oil, acid in the form of lemon juice, and tons of flavor from onion, bay leaf, allspice, and celery seed. Everything comes together in this beautiful thing that you can pile on top of crusty bread, chop into salsa, or serve with toothpicks, just like grandma used to.
Cook the shrimp: Prepare an ice bath and set aside. Bring 2 quarts of water to a boil in a large saucepan. Reduce heat to low and add the Old Bay and shrimp. Cook for about 2–3 minutes, or until the shrimp are pink and just cooked through. Drain, then plunge the shrimp into the ice water to cool. Transfer to a bowl and set aside.
Make the pickling mixture: In a mixing bowl, combine the onion, parsley, garlic, bay leaves, lemon juice, olive oil, allspice, chili flakes, celery seed, and salt. Add the shrimp and gently stir to combine them with the pickling mixture.
Finish the pickled shrimp: In a glass jar with a tight-fitting lid (Mason or Weck), arrange the shrimp, onions, and pickling mixture in layers. Seal with lid and let sit in the fridge for at least 3 hours before serving. The shrimp will keep in the fridge for 4–6 days.