Bacon-Wrapped Shrimp with Cocktail Sauce

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. Slideshow:  More Shrimp Recipes 

Bacon-Wrapped Shrimp with Cocktail Sauce
Jumbo shrimp are marinated in chile-garlic oil, then wrapped with bacon and grilled. Photo: © Con Poulos
Active Time:
45 mins
Total Time:
1 hrs 30 mins
6 to 8



  • 1/2 cup extra-virgin olive oil, plus more for brushing

  • 2 teaspoons finely grated lemon zest

  • 1/4 cup fresh lemon juice

  • 6 garlic cloves, thinly sliced

  • 6 small jarred or dried Calabrian chiles, minced

  • 20 jumbo shrimp, shelled with tails intact

  • 10 slices of bacon, cut in half crosswise

Cocktail Sauce

  • 1 cup ketchup

  • 1/3 cup prepared white horseradish, drained

  • 1 small shallot, minced

  • 1 tablespoon red wine vinegar

  • 1 teaspoon finely grated lemon zest

  • 1 1/2 tablespoons fresh lemon juice

  • Kosher salt

  • Freshly ground pepper

  • Lemon wedges, for serving


Prepare the shrimp

  1. 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.

Make the cocktail sauce

  1. In a bowl, whisk the ketchup, horseradish, shallot, vinegar, lemon zest and lemon juice. Season with salt and pepper.

  2. 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.

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