Mix cocktail sauce ingredients, adding horseradish as you like, a little at a time.
Chop celery and onion into small bite sized pieces.
Cut shrimp into small bites, 3 or 4 pieces per shrimp.
Combine shrimp, celery, and onion.
Mix in cocktail sauce gradually, until you have just enough to coat. Chill until ready to serve. Serve the remaining sauce as a dip, or save for another meal.
Arrange 2 lettuce leaves on each plate. Place a small scoop of the shrimp mixture on each.
Serve with lemon slices.
Recipe by JAQUO Lifestyle Magazine at https://jaquo.com/shrimp-cocktail-lettuce-wraps/