Wild Baja Shrimp Cocktail Recipe

Make the poaching liquid

In a large saucepan or pot, combine 8 cups water, 1 tablespoon kosher salt, the juice of 1 fresh lime (reserve the halved lime shells for serving if desired), 1 bay leaf and 8 whole black peppercorns. Bring the mixture to a gentle simmer over medium heat.

When the poaching liquid is simmering (not a rolling boil), add the shrimp in a single layer. Cook until the shrimp turn pink and opaque and the tails curl; this takes about 2–3 minutes for large shrimp. Do not overcook.

Prepare an ice bath (a large bowl with 3 cups ice and some cold water). As soon as the shrimp are cooked, use a slotted spoon to transfer them to the ice bath to stop cooking. Chill for 3–5 minutes until fully cooled.

Drain the shrimp well, pat dry with paper towels, and refrigerate until assembly. Reserve 1–2 teaspoons of the poaching liquid to thin sauces if needed.

In a medium bowl, combine 3/4 cup tomato ketchup, 2 teaspoons prepared horseradish, 1 tablespoon fresh lemon juice, 1 teaspoon Worcestershire sauce and 1/2 teaspoon hot sauce. Stir until smooth.

Season with 1/4 teaspoon smoked paprika, 1/4 teaspoon sea salt and 1/4 teaspoon freshly ground black pepper. Taste and adjust heat or acidity — add more horseradish for heat or a squeeze of lemon for brightness.

Chill the cocktail sauce in the fridge while you finish the rest of the prep so flavors meld.

In a small bowl, whisk together 1/2 cup mayonnaise and 1/4 cup plain Greek yogurt until smooth.

Add 1 tablespoon rinsed, chopped capers, 1 teaspoon fresh lemon juice, 1/2 teaspoon lemon zest, 1/2 teaspoon minced garlic, 1/2 teaspoon Dijon mustard and 1 teaspoon extra-virgin olive oil. Whisk to combine.

Season with 1/4 teaspoon sea salt and 1/8 teaspoon freshly ground black pepper. Taste and adjust: add a bit more lemon juice for brightness or more capers for brininess.

Cover and refrigerate until serving; aioli can be made up to 24 hours ahead.

If using, slice half a ripe avocado and toss gently with a squeeze of lemon to prevent browning.

Arrange cocktail lettuce cups or small bowls (6 units) on a platter. Spoon about 1–1.5 tablespoons of classic cocktail sauce into each cup (reserve some for extra dipping).

Place 3–4 chilled shrimp in each cup, hanging the tails over the edge for presentation. Drizzle about 1 teaspoon of the caper-lemon aioli over the shrimp or serve the aioli on the side in a small ramekin.

Garnish each cup with a few avocado slices (if using), a sprinkle of microgreens or chopped cilantro, a few extra capers, and a lemon wedge on the side.

Serve immediately while shrimp are cold and sauces are chilled. Provide extra cocktail sauce and aioli for guests to add to taste.