Step 1

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.

Step 2

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.

Step 3

Combine all of the Cocktail Sauce ingredients, adding horseradish and hot sauce to taste (Add more if you love cocktail sauce with a spicy kick and less if you prefer a mild sauce). Cover and refrigerate sauce and shrimp for at least an hour or overnight. Serve chilled.