Ingredients

• 3 to 4 large lemons
• 2 cups white-wine vinegar
• 1/4 cup olive oil
• 3 tablespoons sugar
• 1/2 teaspoon dried hot red-pepper flakes
• 4 tablespoons kosher salt
• 4 tablespoons pickling spices (from a 2 1/2-oz jar)
• 2 tablespoons fennel seeds
• 3 large garlic cloves, minced
• 2 large Turkish bay leaves or 1 California
• 1 large fennel bulb (sometimes labeled "anise"; 1 lb), stalks discarded
• 3 large celery ribs, sliced diagonally (1/4 inch thick)
• 1 jumbo sweet onion such as Vidalia (1 lb), halved lengthwise and thinly sliced crosswise
• 3 lb large shrimp in shell (21 to 25 per lb), peeled, tail and first shell segment left intact, and deveined
• 1 cup chopped fresh flat-leaf parsley

Instructions

1. Finely grate 3 tablespoons lemon zest using small holes of a box grater, then squeeze 3/4 cup juice from lemons. Transfer zest and juice to a large bowl and add vinegar, oil, sugar, red-pepper flakes, 2 tablespoons kosher salt, 2 tablespoons pickling spices, 1 tablespoon fennel seeds, and two thirds of garlic, whisking until combined well.
2. Cook vegetables and shrimp: Bring a 6- to 8-quart pot of water to a boil with remaining 2 tablespoons kosher salt, 2 tablespoons pickling spices, 1 tablespoon fennel seeds, remaining one third of garlic, and bay leaves. Meanwhile, quarter fennel bulb lengthwise and cut crosswise into 1/4-inch-thick slices. Add sliced fennel to boiling water and cook, stirring occasionally, 3 minutes, then transfer with a slotted spoon to marinade. Return water to a boil, then add celery and cook, stirring occasionally, 1 minute. Transfer celery with a slotted spoon to marinade. Return water to a boil, then add onion and cook, stirring occasionally, 2 minutes. Transfer onion with a slotted spoon to marinade. Return water to a boil and cook shrimp, stirring occasionally, until just cooked through (no longer translucent inside), about 1 1/2 minutes, then transfer with a slotted spoon to marinade. Stir shrimp and vegetables until coated well. When shrimp and vegetables have cooled to room temperature, transfer to a large airtight container and marinate, chilled, stirring once or twice, until shrimp is pickled and flavors have developed, at least 8 hours. Season with salt and pepper and transfer shrimp and vegetables to a platter with a slotted spoon and drizzle shrimp with some of marinade. Stir in parsley just before serving.
3. Bring a 6- to 8-quart pot of water to a boil with remaining 2 tablespoons kosher salt, 2 tablespoons pickling spices, 1 tablespoon fennel seeds, remaining one third of garlic, and bay leaves.
4. Meanwhile, quarter fennel bulb lengthwise and cut crosswise into 1/4-inch-thick slices. Add sliced fennel to boiling water and cook, stirring occasionally, 3 minutes, then transfer with a slotted spoon to marinade. Return water to a boil, then add celery and cook, stirring occasionally, 1 minute. Transfer celery with a slotted spoon to marinade. Return water to a boil, then add onion and cook, stirring occasionally, 2 minutes. Transfer onion with a slotted spoon to marinade. Return water to a boil and cook shrimp, stirring occasionally, until just cooked through (no longer translucent inside), about 1 1/2 minutes, then transfer with a slotted spoon to marinade. Stir shrimp and vegetables until coated well.
5. When shrimp and vegetables have cooled to room temperature, transfer to a large airtight container and marinate, chilled, stirring once or twice, until shrimp is pickled and flavors have developed, at least 8 hours. Season with salt and pepper and transfer shrimp and vegetables to a platter with a slotted spoon and drizzle shrimp with some of marinade. Stir in parsley just before serving.