Peoria: Put all ingredients in a saucepan over high heat until broth boil. Reduce heat and simmer for 10-30 minutes, put the lid slightly ajar. Remove from heat, drain the broth of vegetables and put the shrimp in the liquid. Leave shrimp in broth until they turn pink and become - about 2 to 2 and a half minutes for medium-sized shrimp or 3 minutes for large. Drain shrimp, cool them to room temperature and peel them if they are not cleaned. If you do not Serve immediately, store them in the refrigerator and remove about 20 minutes before serving, to reach room temperature. Cocktail sauce: Mix all ingredients for the sauce and mix them well. Keep refrigerated until presentation. Presenting: Pour the sauce in medium bowl and arrange the shrimp on the edge, or if you prefer individual portions, pour some sauce with cocktail glasses and arrange the shrimp on their edge. Garnish with lemon slices. * The sauce can be made in a smaller proportion.