Grilled Shrimp Cocktail Serves 8 1/2 cup olive oil 4 cloves garlic, coarsely chopped 2 tablespoons thyme, finely chopped 40 large shrimp, shelled salt & pepper 1/2 cup ketchup 1 tablespoon prepared horseradish (or more, to taste) 1/2 tablespoon Worcestershire sauce 1/2 tablespoon dijon squeeze of fresh lemon juice pepper 1. In a large bowl, combine the olive oil, garlic, thyme and shrimp. Marinate for at least 2 hours, but preferably overnight, refrigerated. 2. To prepare the cocktail sauce, mix the ketchup, horseradish, Worcestershire and dijon together. Season to taste with lemon juice and pepper (and more horseradish if you like your cocktail sauce hot). 3. Preheat a charcoal grill. Remove shrimp from the marinade and scrape off excess. Skewer the shrimp* and season with salt and pepper. Grill until golden brown and cooked through, about 2-3 minutes per side. Serve with cocktail sauce. (May also be broiled in oven if a grill isn't available.) * If you have a flat grill pan that fits on your grill, you can skip the skewering step and just grill them directly on the pan.