In a glass measuring cup or small pitcher, combine the vodka, cucumber and lime. Cover and chill at least 4 hours or up to 3 days.
In a large pitcher, stir together the tomato juice, Clamato juice, orange juice, lime juice, horseradish, Worcestershire sauce, old bay seasoning, and hot sauce.
On a small plate or shallow bowl, combine enough old bay seasoning with a couple pinches of salt and a few turns of the peppermill to cover the rims of the glasses.
To serve, run a lime wedge around each glass rim, then dip into the seasoning mix.
Add ice to each glass. Pour 1-2 ounces of cucumber-lime vodka over the ice. Fill the rest of the glass with Bloody Mary mix. Stir to combine with a celery stalk.
Taste, and if too spicy, add a little more orange juice. Skewer garnishes as desired with the above suggestions. Cheers!
*To sear the shrimp: Sprinkle extra-large peeled shrimp with the tail intact with old bay seasoning, kosher salt and pepper. Heat about 1 tablespoon of olive oil in a heavy, large skillet over medium-high heat. Sear shrimp on each side for about 2 minutes. Include a shrimp with each cocktail.