Mexican Shrimp Cocktail

2 limes

1 medium white onion, half cut into wedges and half diced

1 pound (21-25) shrimp, peeled and deveined

1 jalapeno, seeded and diced

1 large avocado, diced

2 roma tomatoes, seeded and diced

1/2 seedless cucumber, diced

3 tablespoons chopped cilantro

1 (15-ounce) can tomato sauce

1/2 cup ketchup

Kosher salt

Saltines, for serving 

Squeeze 1 lime into a medium saucepan. Add onion wedges and fill 3/4 full with water. Season with salt and bring to a boil. Add shrimp and cook just until opaque, about 2 minutes. Transfer shrimp to a bowl, reserving water. Refrigerate shrimp while making other components. 

In a bowl, combine diced onion, jalapeno, avocado, tomatoes, cucumber and cilantro. Add juice of remaining lime and toss gently to mix. 

In another bowl, whisk together tomato sauce and ketchup. Whisk in 1/2 cup shrimp cooking water and season with salt. Refrigerate until cold. 

Divide sauce mixture among 4 glasses or small bowls. Add 1/4 cup pico to each glass, then hang 5 shrimp off each glass. 

Serve with saltines.