COCKTAIL SAUCE: In a non-reactive mixing bowl, whisk together all ingredients until well combined. Cover and chill for at least an hour.
SALAD: To assemble the crab cocktail, line the serving dish with the lettuce or spinach leaves. Gently stir the crab meat, green pepper, and celery together, so that the large lumps of crab meat are not broken. Heap the crab meat mixture on the greens. Spoon the cocktail sauce over the salad. Serve chilled