Shrimp Cocktail Recipe with the Best Sauce

Thaw shrimp according to package instructions, then rinse under cold water and thoroughly pat dry with paper towels. Place shrimp on a large rimmed baking sheet, drizzle with 1 1/2 Tbsp olive oil and sprinkle on 1/2 tsp salt and 1/2 tsp black pepper. Stir to combine then arrange shrimp in a single layer.

Bake at 450˚F for 8-10 min or until shrimp turn pink and are just cooked through. As soon as they come out of the oven, test a shrimp for doneness then transfer all shrimp to a serving platter. If they stay on the hot baking sheet, they can get overcooked.

Combine all of the Cocktail Sauce ingredients, adding horseradish and hot sauce to taste. Cover and refrigerate sauce and shrimp for at least an hour or overnight. Serve chilled.