Update your classic shrimp cocktail with grilled shrimp and a homemade Bloody Mary Cocktail Sauce. This sweet and smoky, tart and tangy Bloody Mary sauce is so good you will want to drink it—or adopt it as both your house cocktail sauce and the mixer for your favorite eye opener. Rim your serving dish with celery salt before serving for a special presentation and that hint of celery.
First make the cocktail sauce: In a non-reactive bowl, mix the ketchup, chili sauce, lemon juice, zest, lime juice, horseradish, puréed chipotle, vodka, Worcestershire and garlic salt until well combined.
Taste and adjust the seasonings: If you like a lot of horseradish and chipotle, you may want to add more. Set aside. The sauce can be made and refrigerated in a glass mason jar up to one week in advance.
To grill shrimp in their shells: Place the shrimp in a non-reactive bowl. Mix with olive oil until well coated. Place shrimp on the cooking grate directly over the heat deflector plate with the lid down. Grill until pink and almost cooked through, about 4-6 minutes, turning once halfway through the cooking time.
Remove the shrimp from the grill and place on a tray. You can serve the shrimp hot with the cocktail sauce or let them cool and serve them cold. If that is your preference, let the shrimp cool completely by topping with ice. Serve with the shell on or peeled.
Note: I prefer grilling shell-on shrimp and peeling them once they have cooled. If you prefer grilling peeled and deveined shrimp, make sure to take them off the grill when they are pink and slightly undercooked or they will be tough.
If you are grilling peeled and de-veined shrimp, they will take about 2 minutes less.
Serve the sauce with the shrimp either in a large bowl for a crowd or in individual servings of 5 shrimp each.
*Chipotles come canned in adobo sauce. The easiest way to use them is to puree the whole can and store the mixture in an airtight container in the refrigerator. Use a small amount to add a sweet, smoky heat to everything from this cocktail sauce to mayo, soups and stews
**Rim dish with celery salt before serving. To rim dish, distribute a generous tablespoon of celery salt on a flat plate. Rub a cut lemon around the rim of your serving dish to moisten. While the rim is still wet, dip it in the celery salt and it will adhere.