In a large pan of water, bring the bay leaves, peppercorns and lemon slices to a boil. Add the shrimp; cook until pink, 2 to 3 minutes. Drain; transfer the shrimp to a bowl of ice water. When cold, drain and dry well. Halve horizontally along the devein line.
In a large bowl, whisk the vinegar, thyme, sugar, Dijon, hot sauce, shallot and garlic; season with salt and pepper. Gradually whisk in the olive oil. Toss with the shrimp, celery, onion, bell pepper, scallions and chiles. Line a platter with the lettuce; top with the shrimp.