Bring a large pot of water to boil and add the Old Bay seasoning and lemon halves.
Add the shrimp and cook for 2-3 minutes until pink and opaque, then immediately drain and plunge into ice water to stop the cooking.
While the shrimp chill, make the cocktail sauce by whisking together ketchup, horseradish, lemon juice, Worcestershire sauce, hot sauce, and garlic powder in a bowl. Taste and adjust seasoning.
Once the shrimp are completely cooled, pat them dry with paper towels.
Thread 2-3 shrimp onto each skewer, making sure they're secure.
Arrange the skewers on a serving platter in a decorative pattern, all pointing the same direction.
Pour the cocktail sauce into a small serving bowl and place it in the center of the platter (or use individual shot glasses for a fancy presentation).
Garnish with fresh parsley and serve chilled. These can be made up to 4 hours ahead and kept covered in the refrigerator!