My friend, Phat, did a much more intricate version of this for an exam we had at culinary school. He made wings out of rice paper and turned the prawns into dragonflies, but he does have a second degree in architecture! Ours is more of a metaphorical dragonfly, but just as tasty and equally impressive at a party where we’re mostly interested in eating them. Prawns are interchangeable with shrimp, but get a good sized one, like those that come 21 to 25 in a pound. Try to leave their tails attached as they made a nifty handle for the appetizer. —Chef Jen's Crappy Little Chuckwagon
Preheat your oven to 300 degrees. Add the ¼ cup of sea salt, sugar, and water to your 1-quart saucepan and place it over a high heat. Simmer and stir until the sugar and salt are dissolved, then remove from the heat. Add the ice to chill the brine, and when cold, add the prawns and allow them to brine for 20 minutes.
Remove the prawns from the brine, pat dry with a clean towel, and put them on a baking sheet with a little olive oil to keep them from sticking. Lightly dust the prawns with cayenne and bake them for 4 minutes. Using your tongs, turn them over, allow them to cool on the pan, and then refrigerate them.
In your blender, combine the watermelon, honey, and horseradish, and puree. Season to your taste with salt, and if you like your cocktail sauce spicier, add more horseradish.
Arrange the lemon slices on your platter or serving tray. Lay a prawn in the center of each lemon slice, with two cilantro leaves poking out from beneath like wings. Drizzle the cocktail sauce the length of the prawn and serve immediately.