Step 1 Bring water, wine, vinegar, onion, carrot, celery, peppercorns, thyme, bay leaves and salt to boil in medium pot, covered. Reduce heat and simmer 5 minutes. Add shrimp, cover again and simmer 1 minute. Remove from heat and steep, covered, 4 minutes. Remove shrimp from liquid and chill well, at least 1 hour 30 minues, before serving.