Step 1

Heat grill to medium-high. Make cocktail sauce: In bowl, combine ketchup, horseradish, lemon zest and juice, 1 teaspoon Worcestershire sauce, and hot sauce if using; transfer to serving bowl.

Step 2

In large bowl, toss shrimp with 1 tablespoon Worcestershire sauce and 1/2 teaspoon salt, then thread onto skewers (2 to 3 shrimp per skewer). Grill, basting with remaining 2 tablespoons Worcestershire sauce, until opaque throughout, 2 to 3 minutes per side. Serve with cocktail sauce.