Prepare shrimp cooking liquid by placing 2 quarts water into a saucepan. Cut lemon in half, squeeze juice into water and add lemon to pan. Add garlic, red pepper flakes, bay leaf, parsley and salt. Bring to boil. Add shrimp and cook until they turn pink (about 30 seconds), drain and set aside. Once cooled, place shrimp in bowl or large ziplock bag and chill in refrigerator.
Line up your glasses and carefully fill each with about 2 tablespoons of cocktail sauce. Dip shrimp into minced parsely so some adheres to it and nestled into the rim of each glass. Cut a small slit into lemon wedges and place on each glass rim. Keep cocktails chilled until ready to serve.