1 stalk celery, cut into 2-inch lengths
1 red onion, thinly sliced
1 lemon, sliced into very thin rounds
Salt, to taste
4 cups water
1 pound raw shrimp, peeled and deveined with tails intact
1/2 bulb fresh fennel
1/2 cup cider vinegar
1/2 cup olive oil, or more if needed
1 teaspoon crushed red pepper
Few sprigs fresh thyme
1 clove garlic, halved
2 tablespoons capers and their juices
2 teaspoons mustard seed
1-quart canning jar or crock, or any combination of smaller jars equaling 1 quart
In a large saucepan, combine the celery, half the red onion, half the lemon slices, a large pinch of salt, and the water. Bring to a boil, cover and reduce the heat to low, and simmer for 5 minutes. Add then shrimp, and then immediately remove the pan from heat and cover again. Set aside for 5 minutes, or until the shrimp are pink.
Trim the fronds from the fennel . Cut the bulb in half again through the root. Set the pieces cut sides down and slice the fennel as thinly as possible.
In a 1-quart canning jar or crock, layer the cooked shrimp, remaining lemon slices, remaining red onion, sliced fennel and a few fennel fronds, thyme sprigs, garlic, capers, and mustard seed. Pour in the vinegar and oil. Combine the vinegar and oil in a measuring cup; it's fine if they separate. Pour the vinegar and oil into the jar to cover the shrimp. If the liquid doesn’t quite cover the shrimp, add more olive oil.
Cover the jar tightly and refrigerate for at least 1 day or for up to 3 days.
Carefully spoon the mixture into a big bowl and serve with toothpicks or in individual stemmed glasses as an appetizer or first course.