Bring a large pan of water to the boil and add a squeeze of lemon and glug of vinegar. Add the whole prawns and cook until they rise to the surface. Drain and chill in ice-cold water.
Peel the cooled prawns, leaving one prawn whole per serving (for the garnish).
Cut the little Little Gem lettuce in half and place in ice-cold water to crisp it up.
For the sauce, mix all the sauce ingredients together.
To assemble the cocktails, drain the lettuce and pat dry with kitchen paper. Arrange two-thirds of the leaves in martini glasses or small bowls.
Shred the remaining leaves and add to a mixing bowl. Add the peeled prawns and spoonful of sauce. Top with the unpeeled prawn and a sprinkling of cayenne pepper.