Bored with shrimp cocktails featuring ketchup and horseradish sauces, we decided to develop a recipe that celebrates fresh shrimp’s brininess. Taking our inspiration from dirty martinis, we roasted shrimp with a simple marinade to concentrate their flavor, then served them with a unique cocktail sauce featuring brined olives and the umami-rich Australian condiment Vegemite, available on Amazon (feel free to sub in Worcestershire sauce or Marmite as desired).
Ingredients
For the shrimp:
- 2 tablespoons extra virgin olive oil
- 2 tablespoons gin or vodka
- 2 teaspoons white vermouth
- 2 teaspoons green olive brine
- 1 tablespoon finely chopped flat-leaf parsley
- Kosher or coarse sea salt
- Freshly ground black pepper
- 1 1/2 pounds jumbo shrimp, peeled and deveined, tails on
- 1 lemon, sliced lengthwise into 6 wedges, for serving
For the cocktail sauce:
- 1 1/2 teaspoons gin or vodka
- 1 1/2 teaspoons fresh lemon juice, or more
- to taste
- 1/2 teaspoon Dijon mustard
- 1/4 teaspoon Vegemite, Worcestershire
- sauce, or Marmite
- 3/4 cup mayonnaise
- 1/2 teaspoon finely grated lemon zest
- 1 tablespoon extra virgin olive oil
- 4 large brined green olives, such as Castelvetrano, pitted and finely chopped, or more to taste
- Freshly ground black pepper, to taste
Directions
Step 1
In a bowl large enough to hold the shrimp, combine the olive oil, gin, vermouth, and olive brine; whisk to combine. Stir in the parsley and salt and pepper to taste. Add the shrimp and stir gently to coat. Cover and refrigerate for 30 minutes.
Step 2
Preheat the oven to 400°F. Line a rimmed sheet pan with parchment paper. Tip the shrimp and their marinade onto the pan. Spread out in a single layer. Roast for 5 to 8 minutes, or until the shrimp have turned pink and opaque. The exact time will depend on the size of the shrimp, but don’t overcook. Remove the shrimp from the oven and transfer (again, in a single layer) to a clean sheet pan or baking dish. Chill for at least 1 hour.
Step 3
Make the cocktail sauce: Combine the gin, lemon juice, mustard, and Vegemite in a mixing bowl. Whisk, then let stand until the Vegemite softens (3 to 5 minutes). Whisk in the mayonnaise, lemon zest, and olive oil. Stir in the olives and black pepper. Taste, adding more lemon juice if desired. The sauce should be highly seasoned. Transfer to a small serving bowl. Cover and refrigerate until ready to serve. (The sauce can be made up to 3 days ahead.)
Step 4
To serve, arrange the chilled shrimp in martini glasses or on a platter. Serve with the sauce and lemon wedges.
Serves 4 to 6