Recipes Appetizers Finger Foods Shrimp Cocktail Bacon-Wrapped Shrimp with Cocktail Sauce Be the first to rate & review! 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 By John Gorham Updated on January 31, 2014 Print Rate It Share Share Tweet Pin Email 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 Yield: 6 to 8 Ingredients Shrimp 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 Directions 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. Make the cocktail sauce In a bowl, whisk the ketchup, horseradish, shallot, vinegar, lemon zest and lemon juice. Season with salt and pepper. 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. Rate it Print