Prepare the shrimp:
- In a large saucepan, over medium high heat, bring 2 quarts of water and Old Bay seasoning to a boil. Add shrimp, reduce heat and cook for 2 minutes, until they just begin to curl. The pickling process will continue to cook the shrimp as it marinates in the lemon vinaigrette.
- Remove from stovetop, drain well and transfer to a bowl of ice water to chill the shrimp. Drain again and set shrimp aside while you make the lemon vinaigrette.
Prepare the lemon vinaigrette:
- In a large glass bowl, combine celery seed, white pepper, oregano, parsley, salt, sugar, red pepper flakes, garlic, lemon zest, olive oil and lemon juice.
- Whisk well until emulsified. Stir in bay leaves.
Prepare the pickled shrimp:
- In a one quart glass jar, layer the shrimp, then the onions and peppers.
- Pour lemon vinaigrette over shrimp and vegetables. Cover and refrigerate overnight.
- To serve, remove the bay leaves from the jar. Place the top back on the shrimp, gently flipping the jar a few times to combine the flavors. Remove the top, and enjoy!
