Put the mayonnaise, cream, tomato purée, lemon juice, Worcestershire sauce and sherry in a small bowl, and mix together. Season with salt and pepper.
Add the prawns and stir well until the prawns are coated.
To serve, put the shredded lettuce in the bottom of four glasses, and top with the prawn mixture. Garnish each prawn cocktail with lemon slices, and serve cold.