Rinse the shrimps under running water, remove the shells by being careful not to break the body.
With the help of a toothpick remove the black thread that is in the back of the shrimp (the intestine).
In a saucepan, put water to boil and cook the shrimps for a few seconds.
Drain them and let them cool.
In a bowl put the mayonnaise and mix it together with the ketchup, the Worchester sauce, and the cognac (or brandy).
Mix carefully so that the sauce (which will have a pink color) is well mixed.
Add the shrimps to the pink sauce (if they are small, leave them whole, if they are large prawns, cut them into small pieces) and mix well.
Cut the lettuce leaves into julienne strips.
At this point all the ingredients are ready, you just have to make the cocktail.
Take some glasses, lay a layer of lettuce in the bottom, and add 2-3 tablespoons (depending on the size of the glass) of shrimp in a pink sauce.
Decorate as you wish, I have decorated with a sprinkling of paprika