If you are poaching the shrimp yourself, bring a saucepan of water with the bay leaf, parsley, lemon and salt to a simmer. Continue simmering for 5-10 minutes to allow the aromatics to infuse. Add the shrimp and continue simmering just until the shrimp turn pink and opaque. Take care not to overcook them. Drain the shrimp and run them under cold water to stop them cooking. Leave them to drain until you need them for the next step.
Prepare the sauce by briskly whisking together all the sauce ingredients in a large mixing bowl. The sauce should be thick but just pourable. If too thick, add a few drops of cream to thin it out. Taste and adjust the seasonings, a bit more salt, or perhaps a dash more brandy or Worcestershire if it needs it.
If using larger shrimp, cut them into bite-sized pieces. Add the shrimp to the mixing bowl with the sauce, then gingerly fold the shrimp into the sauce with a spatula. Cover with plastic wrap and refrigerate for a good 30 minutes, or until you want to serve your shrimp cocktail.
Lay a lettuce leaf in individual serving bowls or dishes. Pile portions of the shrimp mixture on top of the lettuce. Then top with your choice of one or more of toppings if you like. Pictured here are salmon roe and chives, a particularly pretty and delicious combination.
