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1
In a large pot, combine the crab boil, 2 teaspoons of the salt, the lemon quarters, and 8 cups water.
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2
Bring the mixture to a boil, and boil for 5 minutes.
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3
Add the shrimp, and cook until they are pink and cooked through, about 3 minutes.
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4
Drain the shrimp in a colander, and discard the crab boil and lemon.
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5
In a small saucepan, whisk together the oil, vinegar, lime juice, Creole mustard, peppercorns, fennel seeds, red-pepper flakes, garlic, bay leaves, and the remaining 2 teaspoons salt.
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6
Bring to a boil, then reduce the heat and simmer for 2 minutes.
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7
Remove the pan from the heat, stir in the onions and carrots, and cool completely.
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8
Place the shrimp in a large nonreactive mixing bowl or container (sealable plastic storage containers work great), and cover with the marinade.
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9
Toss with the lemon slices, cover tightly, and refrigerate for at least 8 hours (or for up to 2 days), tossing every 4 or so hours, before serving.
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10
To serve the pickled shrimp, use a slotted spoon to transfer the shrimp and goodies (pickled veggies, spices) to a serving bowl, then add just enough liquid to keep everything moist (using the entire bowl of pickling liquid would be too messy).