In 6 quart dutch oven, combine 2 quarts water, lemon, bay leaves, crushed peppercorns, allspice berries, and salt; heat to boiling. Cover and boil 16 minutes. Add shrimp and cook until just opaque throughout, 2 minutes. Drain and rinse with cold running wster to stop shrimp from cooking. Cover and refrigerate shrimp 12 hours.
Just before srrving, place cup of cocktail sauce in center of of a serving platter arrange romaine leaves around cup sauce in center of platter leaf tip pointing out thread shrimp on the skewers and place on leaves arranged around sauce makes 8 appetizers before main meal.