Remove shell and legs from shrimp, keeping tail shell intact. Combine shrimp, salad dressing, onion rings, bay leaves, and capers in bowl. Optionally to extend the marinade, add oil and vinegar adjusting volumes to your preference. Cover bowl and refrigerate at least 12 hours.
Serve from the bowl with toothpicks available. Alternately, drain marinade (retaining for salad dressing) and serve. NOTE: Can refrigerate up to 4 days.
