This is great warm, cold or at room temp! The cocktail sauce has a little twist that brings the whole dish together!


  • 1 pound raw16-20 count shrimp (Shrimp can be found in many variations in your local grocery store or market. I prefer the shrimp that have the shell and have been deveined. This means the shrimp have been sliced down the back and the vein has been removed. This also makes for very easy peeling! Choose shrimp that you prefer!)
  • Zest and juice of 1 lemon
  • 1 tablespoon Old Bay Seasoning
  • ½ teaspoon coarse sea salt (this gives a great crunch but you can also use kosher salt)
  • 1 tablespoon chopped parsley
  • Pinch of black pepper
  • 1 tablespoon oil (vegetable or olive oil)
  • Lemons wedges (for garnish)

Ingredients for the sauce:

  • ¾ cup ketchup
  • ¼ cup chili sauce
  • 2 tablespoons prepared horseradish
  • 1 tablespoon heavy cream
  • ½ teaspoon kosher salt
  • ¼ teaspoon black pepper
  • ½ teaspoon sugar


  1. Place shrimp and remaining ingredients into a bowl and marinate in your refrigerator for up to 2 hours.
  2.  Meanwhile, make the sauce. Combine all sauce ingredients and season to taste.
  3.  Preheat electric oven to Convection Broil mode #2 for about 5 minutes
  4.  Arrange shrimp in an even layer on a parchment-lined sheet tray. Pour reaming marinade over the shrimp. Cook shrimp for 4 minutes, flip shrimp over and then continue to cook 2 more minutes. Serve with lemon wedges and cocktail sauce, Enjoy!