Slice 2 whole lemons in half. Squeeze the juice into a large pot of water, then add the squeezed lemon halves to the pot.
Add 1 ½ tablespoons of pickling spice and a generous pinch of salt to the pot.
Bring the mixture to a rolling boil, allowing the flavors to infuse for a few minutes.
Add 1 to 1 ½ pounds of extra colossal, deveined, unpeeled shrimp to the boiling water. Cook for 4 to 5 minutes, or until the shrimp are firm, pink, and cooked through.
Immediately transfer the cooked shrimp to a large bowl of ice water to stop the cooking process. Let them cool completely.
Once cooled, drain the shrimp and peel them, leaving the tails on for presentation.
Arrange the shrimp on a platter, optionally over ice, and serve with cocktail sauce. Garnish with lemon wedges if desired.
If not serving immediately, cover and refrigerate the shrimp until ready to use.