This is a twist on the classic shrimp cocktail, using grilled shrimp instead of poached and substituting a cucumber horseradish sauce for the usual cocktail sauce. Grilled shrimp are a great summer food (think 4th of July or Father's Day) that you can choose to make spicy or not by adding a seasoning blend prior to grilling or just keeping it simple with olive oil, salt and pepper. You can make the cucumber sauce milder or hotter by varying the amount of horseradish to balance and complement the spice level you choose for the shrimp. We grilled the shrimp with just oil, salt and pepper so I added a considerable amount of horseradish to the sauce, but I think it would be just as good to add a spicy seasoning blend to the shrimp and let the cool cucumber sauce be the counterpoint without any horseradish at all. You can puree the sauce or leave it slightly chunky as I did here. It would also be fun to serve the shrimp with both the cucumber sauce and regular cocktail sauce and let people choose their favorite. Best of all, grilled shrimp are really low in calories.
Served in a mound like this, people just devour shrimp. As part of my career I've attended quite a few hosted trade show parties and the shrimp are always the first to disappear. I've found the U16-20 sized shrimp are perfect - they're big enough to be impressive but not so big that they require two bites, which might tempt people to double dip. If you've ever wondered, "U counts" refer to the number of shrimp in a pound, which translates to their size. "U16-20" means there will be 16 to 20 shrimp per pound. I've seen shrimp as large as U5-7 and as small as U30-50. Larger shrimp are always more expensive. Here's a tip - for this recipe I compared the price of U16-20 shrimp in a bag in the freezer department to the same size in the glass-front seafood case and found the frozen shrimp to cost a dollar or two less. Since shrimp thaw in a few minutes under running water, they're a better value frozen. If you don't need a full bag you can always save the rest for another meal.
You can also save a little more if you buy shrimp in the shells and peel and devein them yourself. Pulling little veins out of shrimp is not my favorite activity so I buy them peeled and deveined. Some people think shrimp have more flavor if they're grilled in the shell and then peeled, but I've tried them both ways and don't think there's much difference in the taste. Plus, I like the way they look and taste when they come in direct contact with the grate and they're much easier to season or marinate in advance when peeled. When grilling shrimp, use two skewers instead of one for each row of shrimp. (I wish I had thought of photographing this step, but it's such second nature to me that I forgot.) It helps you flip the shrimp over without them spinning around.
One last thought - horseradish comes in two different styles, creamy and what might be labeled just simply "horseradish" or "extra hot". The creamy version has already been blended with a mayonnaise-type base so it's good for sandwiches but not right for this type of recipe where you're going to add it to a sauce. Use regular horseradish instead, which is slightly darker in color and the texture looks like it was grated from horseradish root. It's stronger than the creamy variety as you would expect, so add it a little at a time and taste as you go. We found we used the entire 3 tablespoons and it wasn't all that hot, I guess because the heat was tempered by the other cooling ingredients. Or as I mentioned, leave it out entirely and really crank up the spiciness of the shrimp. Your choice.
Grilled Shrimp with Cucumber Horseradish Sauce
For the sauce:
1 cup shredded unpeeled English cucumber
1/3 cup mayonnaise
1/3 cup plain yogurt (not Greek)
3 tablespoons prepared horseradish (not creamy style)
2 tablespoons finely chopped fresh Italian parsley
1 tablespoon finely chopped fresh chives
For the shrimp:
1 lb large (U16-20) raw peeled and deveined shrimp, thawed if frozen
Olive oil, for brushing
Salt and pepper
Seasoning blend (optional)
Metal or wooden skewers
If using wooden skewers, soak in water for 30-60 minutes in advance.
To make the sauce, combine all sauce ingredients in a bowl to blend, adding the horseradish one tablespoon at a time and tasting to adjust the heat to your preference. Season with salt and pepper. If you prefer, puree in a food processor for a smoother sauce. May be made ahead; cover and refrigerate.
Pat the thawed shrimp dry and skewer using double skewers per row of shrimp. Do not crowd the shrimp on the skewers. Brush each side of the shrimp lightly with olive oil and season both sides with salt and pepper. Optionally, season with your favorite seasoning blend.
Preheat a grill to high, then lower the heat to medium. Grill the shrimp for 2 minutes per side, flipping once. Remove from the skewers and serve with the dipping sauce.