Rinse shrimp in cold water and let drain dry. If you purchased whole shrimp, remove heads and peel off shells. Set aside heads and shells to make a quick stock for later use (see Notes).
In a 5-quart pot, bring to a boil approximately 5 inches of water mixed with 1 tsp. salt. When water boils, add shrimp and lower the temperature to medium. Stir frequently until one or two shrimp float to the top of the water. When this happens, immediately remove shrimp with slotted spoon to a bowl filled with ice water. Let cool completely.
While shrimp cool, peel and julienne the cucumbers. Wash lettuce, pat or spin dry, and remove and discard center rib. Wash, dry, and remove stems from perilla leaves.
When shrimp are completely cool, remove them from ice water bath and pat dry.
Prepare your spring roll assembly area: you should have a bowl of shrimp, a plate of lettuce, a plate of julienned cucumber, a plate of perilla leaves, a pile of rice spring roll wrappers, and a wrapping surface such as a clean cutting board.
Add 1/2 inch of hot water to the bottom of a high-lipped clean plate or large shallow bowl. Working quickly, dip a spring roll wrapper into the hot water until wrapper begins to soften. This should take about ten seconds. Place softened wrapper on wrapping surface, and add three shrimp to the top third of the spring roll wrapper (see diagram in main blog post). Place one perilla leaf under shrimp. Wrap a piece of romaine lettuce around a small bunch of julienned cucumber until it forms a cylinder, and place cylinder on top of perilla leaf. Fold in sides of the spring roll wrapper, and then start rolling wrapper from the bottom, ending with the shrimp at the top.
Stack finished rolls on a plate at least 1 inch apart. Serve with Sesame Dipping Sauce and sambal oelek (chili paste). If serving later, wrap individual rolls in plastic wrap, refrigerate until ready to serve, and bring up to cool room temperature before serving.