How to Make It
Bring 4 quarts water and 1/4 cup of the salt to a boil in a large saucepan over high. Add shrimp; cook until pink, about 45 seconds. Drain shrimp; transfer to a bowl of ice water. Let stand 5 minutes. Cut into 1/2-inch pieces. Set aside.
Whisk together oil, lemon juice, garlic, mustard seeds, crushed red pepper, and remaining 1/2 teaspoon salt in a large nonreactive bowl. Stir in chopped fennel, bay leaves, and shrimp. Cover; chill at least 24 hours or up to 2 days.
To serve, let shrimp mixture stand at room temperature 30 minutes. Cut around sides of citrus to remove peels. Cut citrus into segments; cut segments into 1/2-inch pieces. Strain shrimp mixture; discard oil mixture. Stir citrus pieces into shrimp mixture. Divide shrimp mixture evenly among endive leaves. Garnish with fennel fronds.