This is probably a recipe well known worldwide, I'm not even sure it has Italian origins but surely it's a common find in fish restaurants' menus.
To tell the truth sometimes you find places where the shrimps cocktail is made of lot of lettuce, lot of sauce and 3 shrimps...
So why don't do it at home?
For 4 serving you need:
1 pound shrimps, without heads and tails, well washed.
2 spoons finely chopped fresh parsley.
8 1/2 oz. mayonnaise.
1/2 tablespoon cognac.
1/2 tablespoon sugar.
1 tablespoon worchestershire sauce.
2 tablespoon ketchup.
some fresh and washed lettuce leaves.
Mix all the ingredients with mayonnaise, adding cognac at last.
Cook shrimps in salted hot water for 5 minutes, drain them and let getting cold.
Mix shrimps with sauce, put the mixture on lettuce leaves and sprinlke with parsley.
If you like you can also take a mature avocado, cut it in cubes, sprinkle with lemon juice and add it to cocktail mix.
You can choose to serve the cocktail on a dish or, even better, into a glass goblet: really chic and up to date.
It's a perfect entree' for a fish themed dinner, just pay attention to calories because shellfishes and mayonnaise (and avocados) are fatty!