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After these plump up from a quick brine, and cook in their shells, they'll eat more like peel-and-eat lobster tails than plain old shrimp. Serve this alongside grilled steak, and it'll be not only a great respite from the meat's richness, but it'll give you a surf-and-turf experience, which for me was one of the most exciting things to get at a restaurant when I was little.
Tip
Fresh horseradish is available in many markets and is worth seeking out. If you can't find it, the sauce won't have that extra punch, but it'll still have great flavor. Use additional bottled horseradish to taste.
Recipe notes
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