In a large pot, bring water to a rolling boil. Add sliced lemon, bay leaves, red pepper flakes, salt, and Worcestershire sauce.

Add the fresh shrimp to the pot. Cook until they turn opaque, about 2-4 minutes. Swiftly plunge them into ice water to stop the cooking process.

In a mixing bowl, combine mayonnaise, Creole mustard, sweet relish, capers, lemon juice, garlic, hot sauce, salt, and pepper. Stir until well combined.

Pat the cooked shrimp dry with a paper towel. Toss them in the remoulade sauce until every shrimp is generously coated.

Create a stunning platter by arranging crisp lettuce cups. Spoon the coated shrimp into each cup, garnish with chopped boiled eggs, olives, and creamy avocado.