Step 1

Heat your grill or a grill pan to medium-high heat.

Step 2

Place the shrimp in a large bowl. Add the zest and juice of 1/2 of a lemon. Add the oil and garlic. Season with salt and pepper. Toss well to combine and set aside for 5 minutes.

Step 3

Halve or quarter the remaining lemon. Add the shrimp and lemon halves or quarters to the grill and cook until the shrimp are pink and the lemons are charred and juicy, 2 to 3 minutes per side.

Step 4

For the spicy cocktail sauce: Whisk together the ketchup, lemon zest and lemon juice. Whisk in the horseradish and Worcestershire to taste. Season with hot sauce and kosher or celery salt.

Step 5

For the herby aioli: Add the garlic to a small bowl and pour over the lemon juice. Set aside for 5 minutes to allow the garlic to infuse into the lemon juice.

Step 6

Add the mayonnaise, Dijon and herbs to a separate bowl. Strain the garlic and lemon juice mixture through a fine-mesh sieve into the mayonnaise mixture; discard the garlic. Mix well to combine then season to taste with salt and pepper.

Step 7

For the marie rose sauce: Combine the 1/4 cup Herby Aioli and 2 to 3 tablespoons Spicy Cocktail Sauce to taste.

Step 8

If serving the shrimp hot, simply transfer from the grill onto a serving platter and serve with the sauces. If serving cold, chill in the fridge and serve over ice with the sauces.