Peel and devein shrimp, leaving tails attached. Reserve shells.
Fill pot with 8 cups water. Add shrimp shells, salt, wine, peppercorms, coriander, bay leaves, onion, tarragon and lemon. Bring to boil over high heat, then reduce to simmer. Cook, uncovered, for 20 minutes. Remove from heat, and let sit 30 minutes. Strain into new pot.
Fill large bowl with ice water. Set aside.
Bring stock to boil, remove from heat, and immediately add shrimp. Cover pot and let sit for 3 minutes. Transfer shrimp to prepared ice bath until cool. Drain and pat dry.
Serve alongside lemon wedges and cocktail sauce. Serves 4–6 as appetizer.
Mix 1 cup chili sauce, ¾ teaspoon lemon zest, 2 tablespoons prepared horseradish, 1 teaspoon fresh-ground black pepper, ¾ teaspoon hot sauce and 1½ teaspoons Creole seasoning, like Tony Chachere’s Original Creole Seasoning. Cover and refrigerate at least 1 hour and up to 1 week.