I can’t think of a shrimp dish I don’t enjoy, but the rate with which I inhale a shrimp cocktail is alarming. There are only two components to the dish—shrimp and sauce—so making a good shrimp cocktail is all about maximizing the flavor in each. To do this, you’ll need to do a bit of roasting (and brining).
Based on Alton Brown’s recipe, we take a two-pronged approach to the shrimp. To ensure the sea bugs are juicy and well seasoned, they spend a bit of time in a flavorful brine of sugar, salt, lemon zest, and horseradish. After that, they get roasted on a scorching hot pan—shells still on—for a plump, peel-and-eat crustacean with a ton of fresh flavor. But that’s not where the roasting ends. The real secret to this cocktail, and to the sauce specifically, is roasted ginger.
You see, you can only add so much horseradish—and I add a quarter a cup—before it starts to obscure the other flavors. Adding roasted ginger brings a different kind of heat, while at the same time providing a bit of depth and a toasty caramelized sweetness. It is very good. To make this icon of an appetizer (that I have eaten as a meal), you will need:
Turn on your broiler and place the ginger directly on the top rack. Roast until there are dark brown spots on both sides, which should take about 45 minutes, flipping once halfway through. While that’s roasting, make the brine. Combine the water, sugar, salt, zest, and fresh horseradish in a small pot, then bring it to a boil. Once it starts boiling and all the sugar and salt has dissolved, take it off the heat and add the ice. Transfer the brine to a bowl, cover, and set in the fridge while you clean the shrimp.
Clean each shrimp by making an incision with a sharp knife about halfway into the body, down its back all the way to the tail. Remove the dark vein, give it a rinse, and repeat with the next shrimp. Once the shrimp are all clean, place them in the brine and let them all hang out in the fridge for 25 minutes.
While those babies are brining, make your sauce. Peel the roasted ginger—most of the skin should pull right off, but you’ll have to cut off tough ends—and chop it roughly. Add it to the bowl of a food processor, and pulse it to chop it as finely as you can. Add about half the ketchup, process to combine, and scrape it into a bowl. Add the remaining ingredients to the bowl, stir to combine, then cover and set in the fridge.
By now your shrimp should be brined. Take them out of the liquid and let them dry on paper towels. In the meantime, pop a sheet pan in the oven and let it heat under the hot broiler for five minutes. Toss the the shrimp in a bowl with a tablespoon of olive oil and as much fresh pepper as you like. Open the oven, lay the shrimp out in a single layer, and let cook under the broiler for three minutes. Flip the shrimp, let ‘em cook about a minute and a half more, and remove them from the oven and transfer them to chilled vessel of some sort. (A big metal bowl works well.) Refrigerate them until they’re completely cold, then serve with your delicious, crazy flavorful cocktail sauce.