New Year's Party Shrimp - Big Recipe

Ingredients

• ***For the baked shrimp:***
• 2 pounds frozen raw shrimp, peeled and deveined, tails on, thawed
• 1 1/2 tablespoons olive oil
• 1/2 teaspoon sea salt
• 1/2 teaspoon black pepper
• ***For the cocktail sauce:***
• 1/2 cup ketchup
• 1/2 cup mild chili sauce
• 3 tablespoons prepared horseradish, plus more, to taste
• 1 1/2 tablespoons lemon juice, plus more, to taste
• 1 teaspoon Worcestershire sauce
• 1/2 teaspoon hot sauce, optional
• 1 lemon, optional, cut into wedges, for serving