To prepare the shrimp, start by removing its vein with a toothpick: push the toothpick right through the neck joint, and pull the toothpick upwards to reveal the vein. Pull the vein out, spin the head off, then peel the shell away while leaving its tail on. Repeat with the remaining shrimp (16 medium shrimp in total, 4 for each serving).
Combine the sauce ingredients: 2 tbsp ketchup, 2 tbsp olive oil, 2 tbsp parsley, 0.5 oz red onion, 1 tbsp cilantro, 1 tbsp lemon juice, 1 tbsp lime juice, 2 tsp sriracha, 1 tsp Tabasco, 1 tsp garlic, and 1/2 tsp ground pepper. Set aside.
Boil 2 cups water with 2 oz onion, 2 oz celery, and 1 bay leaf, and have an ice bath nearby. When the water boils, add the shrimp and cook for only 1 minute.
Scoop them out and drop them in an ice bath to keep them crispy until serving. Add more ice if necessary.
Serve them with sauce and enjoy. Serving ideas: fill 3/4 martini glasses with ice, place a small dipping bowl in the middle, and hang cooked shrimp around the rim; or, add ice in a large bowl, place a small dipping bowl in the middle, then arrange cooked shrimp around the small bowl.