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Bacon-Wrapped Shrimp with Cocktail Sauce
© Con Poulos

Bacon-Wrapped Shrimp with Cocktail Sauce

  • ACTIVE: 45 MIN
  • SERVINGS: 6 to 8

For this excellent appetizer, jumbo shrimp are marinated in chile-garlic oil, then wrapped with bacon and grilled. They're served with a house-made cocktail sauce that's spiked with a horseradish.


  1. 1/2 cup extra-virgin olive oil, plus more for brushing
  2. 2 teaspoons finely grated lemon zest
  3. 1/4 cup fresh lemon juice
  4. 6 garlic cloves, thinly sliced
  5. 6 small jarred or dried Calabrian chiles, minced
  6. 20 jumbo shrimp, shelled with tails intact
  7. 10 slices of bacon, cut in half crosswise

Cocktail Sauce

  1. 1 cup ketchup
  2. 1/3 cup prepared white horseradish, drained
  3. 1 small shallot, minced
  4. 1 tablespoon red wine vinegar
  5. 1 teaspoon finely grated lemon zest
  6. 1 1/2 tablespoons fresh lemon juice
  7. Kosher salt
  8. Freshly ground pepper
  9. Lemon wedges, for serving
  1. PREPARE THE SHRIMP In a large baking dish, whisk the 1/2 cup of oil with the lemon zest, lemon juice, garlic and chiles. Wrap each shrimp with a piece of bacon and add to the marinade. Cover and refrigerate for 1 hour; turn the shrimp halfway through marinating.
  2. MAKE THE COCKTAIL SAUCE In a bowl, whisk the ketchup, horseradish, shallot, vinegar, lemon zest and lemon juice. Season with salt and pepper.
  3. Light a grill or preheat a grill pan; brush with oil. Season the shrimp lightly with salt and pepper. Grill over high heat, turning once, until the bacon is browned and the shrimp is just cooked through, 4 to 6 minutes. Transfer the shrimp to a platter and serve with the cocktail sauce and lemon wedges.
Make Ahead The cocktail sauce can be refrigerated for 3 days.

Suggested Pairing

Sparkling wines are refreshing enough to easily pair with both shrimp and grilled bacon. Try a cava from Spain like the NV German Gilabert or the NV Segura Viudas Brut Reserva.