Fill a large pot with 8 cups cold water. Add half the lemon juice, the bay leaf, and 2 teaspoons of the salt. Bring to a boil. Add the shrimp and cook until bright pink and opaque throughout, 1 to 3 minutes. Transfer the shrimp to a bowl of ice water to cool. Drain and pat dry; set aside. In a bowl, whisk together the remaining lemon juice, the horseradish, and the oil. Season with the remaining salt and the pepper. Add the tomatoes and toss. Separate the lettuce leaves. Divide the shrimp and lettuce among 4 plates and spoon the Tomato-Horseradish Salsa on top.
Tip: To save time and fuss, consider paying slightly more for shrimp that are already peeled and deveined.