Step 1

Preheat oven to 400°F. Line a baking sheet with a silpat or parchment paper.

Step 2

In a medium bowl, toss shrimp with olive oil (about 2 teaspoons) and a sprinkling of kosher salt and freshly ground pepper. Spread out in an even layer on the prepared baking sheet. Season with a bit more kosher salt and black pepper.

Step 3

Bake until the shrimp are firm and blushing (about 6 to 8 minutes). Don't over cook here. Set aside to cool.

Step 4

While the shrimp are cooling, prepare the cocktail sauce. In a small bowl, add ketchup, Sriracha, horseradish, lemon juice, Worcestershire and fish sauce, stirring until well combined. Taste and add more lemon juice if needed.