Combine lemon halves, next 3 ingredients, and salted water to cover in a Dutch oven. Bring to a boil; add shrimp, and cook 2 to 3 minutes or just until shrimp turn pink. Plunge shrimp into ice water to stop the cooking process; drain.
Peel shrimp, leaving tails on. Devein, if desired.
Combine orange juice and next 9 ingredients in a large shallow dish or heavy-duty zip-top plastic bag. Add shrimp, cover or seal, and chill 25 minutes. Drain off liquid. Serve shrimp over lettuce leaves with Louis Sauce. Garnish, if desired.