In a large Mason jar, add the shrimp and squeeze the lemon juice over them.
In a saucepan, add the fennel, oil, vinegar, sugar, salt and Tabasco and bring to a gentle simmer, then switch off the heat. Stir in the capers, garlic and celery seeds. Pour the mixture into the jar over the shrimp. Give it a good jiggle to make sure it’s all covered.
Seal the jar tightly and refrigerate for a minimum of 24 hours, or up to 3 days. Serve chilled, as canapés on skewers or small pieces of toast.