Grilled Shrimp with Comeback Sauce

 

Ingredients

Ingredient Checklist

• 1 cup vegetable oil
• 6 whole garlic cloves plus 1 grated garlic clove, divided
• 2 tablespoons Old Bay Seasoning
• 2 pounds shell-on raw medium-size wild Gulf shrimp, butterflied
• 1 cup mayonnaise (preferably Duke’s)
• 1/2 cup ketchup
• 1 celery stalk, peeled and minced
• 1 tablespoon prepared horseradish
• 1 tablespoon Dijon mustard
• 1 tablespoon Worcestershire sauce
• 1 tablespoon minced fresh flat-leaf parsley
• 1 tablespoon minced cornichon
• 1 1/2 teaspoons minced shallot
• 1 1/2 teaspoons minced capers
• 1/2 teaspoon celery seeds
• 1/2 teaspoon kosher salt
• 1/2 teaspoon freshly ground black pepper
• 1/2 teaspoon lemon zest
• 1 tablespoon fresh lemon juice
• 1/4 teaspoon cayenne pepper, plus more to taste

Instructions Checklist

• Step 1

  Combine oil, 6 whole garlic cloves, and Old Bay in a food processor. Process until smooth, about 30 seconds.

• Step 2

  Place shrimp in large bowl, and add garlic marinade. Cover and chill until ready to grill, at least 1 hour and up to 1 day.

• Step 3

  Stir together mayonnaise, ketchup, celery, horseradish, Dijon, Worcestershire, parsley, cornichon, shallot, capers, celery seeds, salt, black pepper, lemon zest, lemon juice, cayenne, and grated garlic in a medium bowl. If desired, add additional cayenne to taste.

• Step 4

  Remove shrimp from marinade. Preheat a gas grill to high (450°F to 550°F). Grill shrimp, uncovered, until lightly charred and cooked through, about 1 minute and 30 seconds per side. Transfer grilled shrimp to a platter and serve with Comeback Sauce.

Make Ahead

Comeback Sauce can be prepared up to 3 days ahead. Store in an airtight container in the refrigerator.