A Better Shrimp Cocktail Is Closer Than You Think

The best advice for making shrimp cocktail I ever learned came from the great chef and cookbook author James Beard.

He was adamantly against it.

Not the shrimp, of course, which he adored, but rather the “overpowering red menace known as cocktail sauce,” as he wrote in his classic cookbook, “The New James Beard.”

Recipe: Roasted Shrimp Cocktail With Horseradish Sauce

“If you value their sweet and delicate flavor,” he said, pair your shrimp with lemon, mayonnaise or my personal favorite, a tangy rémoulade sauce.

Mr. Beard’s classic French rémoulade calls for a homemade mayonnaise spiked with loads of capers, lemon juice and parsley. I added horseradish and hot sauce for a kick, and just enough ketchup to tint the sauce pale pink without letting it cloy. The result is as creamy as it is bracing, an excellent foil to the shrimp’s sweet salinity.

Mr. Beard sorted out the sauce part for me, but to improve the shrimp I turned to another culinary great, Ina Garten.

The traditional method is to poach them in a pot of seasoned water, but Ms. Garten smartly roasts them instead. Roasting the crustaceans concentrates their flavor, keeping them plump and tender with far less of a risk of overcooking.

Besides, roasting is a snap. Toss the peeled shrimp on a sheet pan with a drizzle of olive oil and pinch of salt, and then throw the pan in the oven at high heat. The shrimp will be done in 10 minutes or less, depending on their size.

Since you don’t need to plunge the shrimp in an ice bath to stop the cooking, they won’t be overly chilled. Served warm or at room temperature, the shrimp are at their succulent best.

If you don’t mind the expense, choose extra-large shrimp (16 to 20 shrimp per pound), which are attractive to serve and forgiving to cook. But smaller, more economical shrimp also work perfectly, as long as you shave a minute or two from the roasting time and watch them carefully. The shrimp are done when they turn from translucent gray to opaque pink, but they shouldn’t curl into rounds, which indicates overcooking. Think gently curving ears, not tightly coiled Os.

Many decades of existence have seen shrimp cocktail fall from the height of fashion to a kind of kitschy charm. But this one retains its lofty status by standing on the shoulders of more than one giant.

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