How to Make It
In a medium saucepan, combine all of the ingredients and bring just to a boil, stirring to dissolve the sugar and salt. Transfer the pickling mixture to a large bowl and let cool completely.
Wipe out the saucepan. Add all of the ingredients except the shrimp and bring to a boil for 2 minutes. Add the shrimp and cook over moderately high heat until just white throughout, 2 to 3 minutes. Drain and transfer the shrimp to an ice bath to cool. Add the shrimp to the pickle, cover and refrigerate for 4 to 5 hours. Drain and peel the shrimp and serve with the pickled vegetables.