Fill a bowl with alternating layers of shrimp, sliced onions and lemon.
Combine vinegar, water, salt, sugar, dry mustard, ginger, pepper, bay leaf and Tabasco sauce in a saucepan. Bring to a boil; cover, simmer 5 minutes. Cool.
Strain; add lemon juice and oil. Pour over shrimp. Cover, and refrigerate 24 hours. Stir occasionally. Drain before serving. Ha