Mix together the cocktail sauce: Get out a small decorative bowl and add the ketchup and 1 tablespoon of horseradish to it along with the lemon juice and Worcestershire sauce if using. Use a spoon to mix everything together and taste it to see if it needs more horseradish. If you feel like it doesn’t have enough of a kick then add more horseradish. Cover this bowl with plastic wrap and let it sit in your fridge for at least 1 hour to 24 hours.
Defrost the shrimp: There are two ways you can defrost your shrimp, in the fridge, or in running water. To do it in the fridge simply place the frozen shrimp in a zip lock bag and let them sit in your fridge overnight. For the running water method simply place the shrimp in a bowl and run them under cold water for 5 t o10 minutes.
Serve the shrimp and cocktail sauce on a platter and let everyone dig in!