In a bowl, whip the heavy cream until slightly thickened. Add the mayonnaise and tomato ketchup, mixing well.

Stir in the lemon juice, Worcestershire sauce, sweet sherry (if using), cayenne pepper, sea salt, and black pepper until fully combined. Refrigerate the sauce for at least one hour.

Reserve six prawns for garnish. Toss the remaining prawns in the chilled Marie Rose sauce until well coated.

Arrange the iceberg lettuce leaves in serving glasses or plates. Spoon the prawn mixture over the lettuce.

Garnish each serving with chopped chives, a lemon wedge, and one of the reserved prawns. Serve immediately.