You will not have any leftovers of these tasty appetizers. They are a bit labor intensive, but luckily, they can be made a day ahead, so you just need to arrange them on the serving plate minutes before you want to serve them.
Mince parsley in food processor for 10 seconds using a steel blade. Add remaining marinade ingredients and process for 5 seconds to mix. Transfer marinade to 4 quart bowl and set aside.
Cook Shrimp
Bring a large pot of salted water to a boil and add the bay leaf. Add the shrimp and cook just until the shrimp are pink and cooked through, 1 1/2 to 3 minutes. Do not overcook. While shrimp are still warm cut in half lengthwise. Add to marinade and toss to coat evenly. Cover and refrigerate at least 6 hours or overnight.
Prepare Snow Peas
Blanch snow peas in boiling salted water for 30 seconds. Drain and run under cold water to cool completely. Drain again and pat dry. Split snow peas in half lengthwise.
Assemble
Wrap a snow pea half around a shrimp half horizontally and secure with a toothpick. Place two shrimp on each toothpick, if there is enough room. Refrigerate.
Notes
You'll want half as many snow pea pods as shrimp, but I'd also cook a few extra in case one of them rips or tears or is just too small.