Cooking the shrimp with their shells on helps them retain flavor; scoring them along the back lets you remove the vein and makes peeling easier. Win-win.
Ingredients
1 1/2 pounds shell-on large shrimp
Kosher salt
1/4 cup plus 1 tablespoon Old Bay seasoning
3 lemons, halved
2 tablespoons olive oil
2 tablespoons chopped fresh flat-leaf parsley
1/2 cup mayonnaise
2 tablespoons spicy brown mustard
1 teaspoon fresh lime juice
1 teaspoon honey
1 teaspoon light brown sugar
1/2 teaspoon English mustard powder
1/2 teaspoon Worcestershire sauce
Hot sauce
Kosher salt
Lime wedges (for serving)
Directions
Using kitchen shears and working one at a time, cut along the length of the backs of shrimp, cutting through shells and just deep enough into flesh to expose veins; remove veins.
Bring a large saucepan of salted water to a boil and add 1/4 cup Old Bay seasoning. Squeeze lemon juice into water and add lemon halves to saucepan; return water to a boil. Add shrimp, reduce heat, and simmer until cooked through, about 3 minutes.
Transfer to a bowl of ice water and let cool. Drain and pat dry.
Just before serving, whisk oil and remaining 1 tablespoon Old Bay in a medium bowl. Add shrimp and parsley and toss to coat.
Do ahead: Shrimp can be cooked 1 day ahead. Cover and chill.
Whisk mayonnaise, brown mustard, lime juice, honey, brown sugar, mustard powder, and Worcestershire sauce in a medium bowl; season with hot sauce and salt. Serve shrimp with dipping sauce and lime wedges.
