Heat water, onion slices, lemon, 1 1/2 teaspoons salt and the pickling spice to boiling in Dutch oven. Add frozen shrimp. Heat to boiling. Remove from heat. Let stand 3 minutes; drain. Remove shrimp from onion-spice mixture; reserve shrimp.

Heat oil in 10-inch skillet. Cook and stir grated onion in hot oil until tender. Stir in tomatoes, wine, parsley, bay leaf, 1 teaspoon salt and the pepper. Heat to boiling; reduce heat. Simmer uncovered 15 minutes. Add reserved shrimp; heat through. Serve over rice.