You want your shrimp to absorb flavor, so make your poaching liquid super salty and aromatic. Remove the shrimp right when they turn pink, then lay them out flat and chill them in the fridge before peeling them. This way, they won't overcook.
We decided to go all out and make our own horseradish-forward cocktail sauce, but you can buy the jarred stuff if your heart desires.
To learn more, read "Peel Another Round."
Recipe from the Tasting Table Test Kitchen
Yield: 6 servings
Prep Time: 20 minutes, plus cooling time
Cook Time: 20 minutes
Total Time: 40 minutes, plus cooling time
For the Cocktail Sauce:
2 pounds (about 12) Roma tomatoes—halved, cored and seeds removed
4 fresh cayenne peppers, quartered and seeds removed
2 tablespoons olive oil
⅓ cup ketchup
2 tablespoons to ¼ cup finely grated fresh horseradish, using a microplane
⅓ cup white vinegar
1½ teaspoons fresh lemon juice
1½ teaspoons Worcestershire sauce
2 teaspoons kosher salt, plus more for tasting
¼ teaspoon fresh ground pepper
For the Shrimp:
5 garlic cloves, smashed
Three 2-inch strips lemon peel, removed using a vegetable peeler
2 bay leaves
1 tablespoon Tabasco sauce
1 teaspoon whole black peppercorns
2 pounds shell-on jumbo shrimp
1. Make the cocktail sauce: Heat the oven to 350°. Line a baking sheet with parchment paper. Place the tomatoes and cayenne peppers onto the baking sheet, flesh-sides down. Drizzle with the olive oil and roast until the tomatoes are deep red and the skins are wrinkled, and the ends of the peppers begin to char, 16 to 18 minutes. Remove from the oven and let sit until cool enough to handle.
2. Peel and discard the tomato skins and transfer the flesh to a blender along with the peppers. Add the remaining ingredients and blend until smooth. Make ahead: Cocktail sauce can be made up to 4 days ahead. Cover and chill.
3. Make the shrimp: Bring a medium pot of heavily salted water to a boil. Add the garlic, lemon peel, bay leaves, Tabasco and black peppercorns. Reduce the heat to medium high and simmer for 15 minutes to allow the flavors to meld.
4. Meanwhile, using kitchen shears, cut along the length of the back of the shrimp to expose the vein but still leaving the shell attached. Remove the vein and discard.
5. Add the shrimp to the poaching liquid and cook until bright pink, 1½ minutes. Using a slotted spoon, transfer the shrimp to a paper towel-lined rimmed baking sheet and chill in the fridge for 30 minutes. Peel the shrimp, leaving the tails on. Squeeze the lemon half over the shrimp and toss.
6. Serve the shrimp over crushed ice along with the cocktail sauce.