Bacon-Wrapped Shrimp with Cocktail Sauce

Ingredients

• 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
• 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

Instructions

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.
2. Wrap each shrimp with a piece of bacon and add to the marinade.
3. Cover and refrigerate for 1 hour; turn the shrimp halfway through marinating.
4. Make the cocktail sauce In a bowl, whisk the ketchup, horseradish, shallot, vinegar, lemon zest and lemon juice.
5. Season with salt and pepper.
6. Make the cocktail sauce Light a grill or preheat a grill pan; brush with oil.
7. Season the shrimp lightly with salt and pepper.
8. Grill over high heat, turning once, until the bacon is browned and the shrimp is just cooked through, 4 to 6 minutes.
9. Transfer the shrimp to a platter and serve with the cocktail sauce and lemon wedges.