Step-by-Step Instructions

Step 1 – Prepare the cocktail sauce

• Hard-boil an egg and once it has cooled, dice the egg white and yolk. We loosely diced our egg for a more chunky sauce consistency. 
• Add the diced egg to a small mixing bowl.
• Add all the remaining cocktail sauce ingredients to a small bowl. 
• Mix well with a fork or whisk.

Step 2 – Prepare the Salad

• Shred lettuce and add to a large bowl.
• Add the shaved purple cabbage and thinly sliced radishes.
• Mix well

Step 3 – Prepare Shrimp

Note: To save time, we used whole cooked shrimp for this recipe.

• Remove the head and tail shells from the shrimp. 
• Optionally, leave the stub of the tail shell intact for easier eating.
• Devein shrimp, then rinse and pat dry.

Step 4 – Arrange and serve

• In a small glass (or plate), arrange a bed of salad, then add the shrimp and smother with lots of the cocktail sauce. Garnish with a few capers, a sprinkle of fresh chopped parsley, and a dusting of Spanish sweet paprika. 
• Serve with toothpicks or cocktail forks. 

Cooking Tips:

Prepared shrimp:

Save a ton of time by using cooked (prepared shrimp) for this recipe. Look for shrimp/prawns that have been cooked fresh and still have their shells on. Then, all that is needed to do is peel the shrimp, and you’re good to go! 

Make the cocktail sauce in advance:

The cocktail sauce is always best made in advance and refrigerated for a few hours. This really helps the flavors to meld and offers a more flavorful sauce. The sauce can be made up to 24 hours in advance and should be stored in the fridge in an airtight container. 

Serving options:

Spanish-style Shrimp cocktail is usually served as tapas and is served ‘para picar’ (to share) for 2-4 people on a single plate or platter with some small forks or toothpicks. Optionally, small single servings can be made by using a small glass or bowl and then layering the lettuce, shrimp, and sauce on top. 

Pedro Ximénez Sherry Substituted for Brandy: 

The original recipe by Penelope Casas uses brandy, but I find it too potent and have opted for a sweeter flavor provided by the Pedro Ximénez Sherry. For me, it is a better option. Salud! 🍷

Ingredients and Substitutions

Shrimp/Prawns

For convenience, I use cooked whole shrimp (prawns/gambas) for this recipe, but feel free to use raw shrimp if you prefer. Preparing large whole raw shrimp (with head, shell, and tail on) is simple once you know the steps. Here’s a clear, step-by-step guide:

Rinse the Shrimp

• Rinse the shrimp under cold running water to remove any surface debris.

Ready to Cook

Once cleaned, the shrimp are ready for cooking. Add them to a large pot of boiling water with some salt and a bay leaf. Boiling time varies depending on the size of the shrimp. Here’s a guide on boiling times: 

Once the shrimp are cooked, they will turn pink/red. Remove them from the water and rinse them under some cool water. Once they are cooled. Move on to the next steps. 

Remove the Head

• Hold the body firmly and twist off the head.
• You can keep the heads on for presentation or flavor (especially in broths or grilling).

Peel the Shell

• If you want to remove the shell, start by pulling off the legs.
• Peel the shell back starting from the underside and work toward the tail.
• You can leave the tail on for looks or remove it if preferred.

Devein the Shrimp (Recommended)

• Use a small knife to cut a shallow slit along the shrimp’s back.
• Look for a dark vein (the digestive tract) and gently pull it out with the tip of your knife or a toothpick.
• Rinse again under cold water.

🧠 Note: If you’re keeping the shell on (e.g. for grilling), you can still devein by slicing the shell along the back to access the vein.

Pedro Ximénez (PX) Sherry

Pedro Ximénez (PX) Sherry is a type of sweet fortified wine from the Jerez region of southern Spain, made from Pedro Ximénez grapes. It is crafted using a unique and traditional process that begins with sun-drying the Pedro Ximénez grapes in a method known as asoleo. This step concentrates the sugars in the grapes, turning them raisin-like and intensely sweet. 

Because of this high sugar content, fermentation is minimal—yeast struggles to convert such concentrated sugars into alcohol. To preserve the natural sweetness, the partially fermented must is then fortified with grape spirit, effectively halting fermentation. 

The resulting wine is aged using the Solera system, a dynamic method of blending and aging that allows younger wines to mix gradually with older ones, often maturing for many years—or even decades—until it reaches its signature complexity and depth.

Flavor profile of Pedro Ximénez sherry

Pedro Ximénez Sherry offers a luxurious and deeply concentrated flavor profile that reflects its rich, syrupy character. On the palate, it bursts with intense notes of raisins and figs, echoing the sun-dried grapes from which it’s made. 

Layers of molasses and toffee provide a dark, caramelized sweetness, while undertones of dark chocolate and espresso add depth and a hint of bitterness that balances the richness. Subtle spices, such as clove and cinnamon, round out the experience, giving the wine a warm, aromatic finish. 

This complex combination makes PX Sherry both indulgent and memorable.I absolutely love using it in cooking, and several recipes use it due to its rich flavor. 

Recipes that use Pedro Ximénez sherry include:

• Vinegar Braised Chicken with Pedro Ximénez Sherry Sauce
• Pollo al Horno (Easy Oven-Baked Chicken with Sherry)
• Chocolate and Pear Tart Infused in Sweet Spanish Sherry
• Spanish-Style Cucumber Salad with Jerez Sherry Dressing (Ensalada de Pepino)
• Blue Cheese and Sherry Spread (Tasty Tapas or Party Food Recipe)
• Spanish-Style Apple Tart with Apricot and Sweet Sherry Glaze
• Chicken with peaches and sherry (Easy One-pot recipe)

Notable Producers of Pedro Ximénez Sherry:

• Bodegas Toro Albalá

• González Byass (Néctar PX)

• Bodegas Tradición

• Lustau

The Famous Shrimp Cocktail Sauce

Penelope Casas’ shrimp cocktail sauce is a bold, zesty blend that perfectly complements chilled shrimp with its bright and balanced flavors. The result is a classic yet punchy sauce that brings out the natural sweetness of the shrimp, making it an ideal accompaniment for a traditional shrimp cocktail or seafood platter.

Shrimp Cocktail Sauce Ingredients:

• 1 cup mayonnaise
• 1 Tbsp Sweet Sherry (we used Pedro Ximénez Sherry)
• 1 large hard-boiled egg
• ½ tsp caper juice (plus some capers for garnish)
• ½ tsp lemon juice, freshly squeezed
• 1 Tbsp fresh parsley, finely chopped
• Salt & Pepper to taste
• ½ tsp Horseradish (optional)
• Splash of Tabasco sauce (optional for some extra heat)
• 1 tsp Worcestershire sauce (optional for some saltiness)

No need for tomato ketchup!

Yep, that’s right. There’s actually no need for tomato ketchup to make a rich and flavorful Shrimp cocktail sauce. In fact, there’s already plenty of sweetness from the sherry and mayonnaise. 

For a little extra flavor, add a splash of lemon juice to the sauce and add a few capers along with a light dusting of Spanish paprika for garnishing. 

A touch of hot sauce (like Tabasco) gives it a subtle heat, while a pinch of salt enhances the overall flavor. 

Worcestershire sauce is very salty and only needs to be used sparingly (just a splash is plenty), and it can add depth to your shrimp cocktail sauce. If using Worcestershire sauce, we suggest omitting any extra salt or seasoning.

Salad Options

A classic shrimp cocktail usually has a pared-back palette of ingredients- typically just some shredded lettuce and maybe a little grated carrot. I like to add a little color and crunch to the salad ingredients and opt for using some thinly sliced pink radishes ( I love em!) and some finely chopped purple cabbage. 

The result is a colorful salad base that has plenty of freshness and crunch, pairing perfectly with the soft pink shrimp and delicious cocktail sauce.

Nutrition Facts

(Per Serving)

More Spanish Tapas Recipes:

• White Asparagus with Blue Cheese and Fennel
• Spanish Garlic Shrimp with Manchego Cheese and Rosemary
• Pan-Fried Prawns with Garlic, Lemon & Chili
• Gambas al Pil Pil Garlic Prawns with Chili
• Seafood Pipirrana Salad
• Chicken Meatballs with Almond Sauce
• Mushrooms Stuffed with Chorizo

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