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Export 9 ingredients for grocery delivery
Step 1
Preheat oven to 400°F.
Step 2
Line a rimmed baking sheet with foil. Add shrimp to a bowl, drizzle with olive oil, sprinkle with salt and pepper. Mix until coated. Turn out onto sheet pan and spread into an even layer.
Step 3
Roast for 8 to 10 minutes, or until the shrimp turn pink and firm.
Step 4
To make the cocktail sauce, combine ketchup, chili sauce, horseradish, lemon juice, Worcestershire, and hot sauce. Mix until well combined.
Step 5
Pour sauce into a dish and serve with shrimp and extra lemon for squeezing.