01Pulse the first four ingredients in a food processor until finely chopped. Add mayonnaise, mustard, horseradish, lemon juice, paprika, and Worcestershire sauce; process until smooth. DO AHEAD: Can be made 3 days ahead. Cover and chill.
02Combine the first 5 ingredients, peppercorns, chopped celery stalk, and 4 quarts (16 cups) water in a large heavy pot. Bring to a boil. Add shrimp and simmer for 3 minutes. Remove pot from heat and steep shrimp until just cooked through, about 5 minutes. Transfer shrimp to a rimmed baking sheet; let cool. Peel and devein shrimp. DO AHEAD: Can be made 1 day ahead. Cover; chill.
03Toss shrimp and rémoulade in a large bowl to coat. Cover and chill at least 2 hours.
04Fold hearts of palm and sliced celery into shrimp. Season with salt and pepper. Serve on lettuce leaves with lemon wedges.