Roasted Shrimp Cocktail with Whole Grain Mustard Sauce

This recipe for Roasted Shrimp Cocktail with Whole Grain Mustard sauce is an easy and elegant twist on the classic. This post contains affiliate links, which means I receive a very small commission if you make a purchase. 

This post may contain affiliate links.

Everyone needs a solid go-to party recipe. A recipe that isn’t complicated to make, but always impresses; A recipe that can be made mostly from ingredients you already have on hand, and can be prepped well in advance; A recipe that's just as good served in your home as it does when brought to someone else’s; A recipe that not only tastes amazing, but looks like it took a lot more time to prepare than it did. 

This is that recipe.

There’s no denying that shrimp cocktail is the king of all party food. There always seems to be a tray of it lurking at every holiday party, and it’s usually one of those store-bought plastic trays that tend to be quite underwhelming. The thing is though, that no matter how bad a tray of shrimp cocktail is, people still love it. But me? It’s never exactly been my favorite.

Close up of roasted shrimp mixed with thin slices of lemon on a platter.Roasted shrimp and sliced lemon on a platter.

It’s not that I don’t like shrimp cocktail, I just find it to be incredibly boring. And that’s exactly why I love this recipe. It’s shrimp cocktail, only elevated. It’s much more sophisticated, lightyears more flavorful, and really doesn’t take much more effort than buying one of those trays from the grocery store.

This recipe utilizes many ingredients from the pantry, making it perfect for last minute gatherings. I always have a bag of peeled and deveined frozen shrimp in my freezer. They’re quick to defrost and quick to cook, which means you can get them on your table in minutes. Rather than boiling the shrimp for this recipe, I opt to roast them instead. It gives them so much more flavor, and while they’re hanging out in the oven, you can be working on other tasks - or better yet - hanging out with your guests. 

The other ingredients are pantry staples I think everyone should always keep on hand: mayonnaise, shallots, lemons, parsley, and a good quality mustard. The secret to this sauce is using a whole grain mustard that actually contains whole mustard seeds. The whole grain mustard gives the sauce a more mild mustardy flavor than you would get with a smooth Dijon, along with an interesting pop of texture from the mustard seeds themselves.

Close up of roasted shrimp and lemon on a serving platter.Two roasted shrimp on a small plate with a dollop of whole grain mustard sauce.A side view of roasted shrimp and lemon cocktail and a bowl of whole grain mustard sauce.

The roasted shrimp and whole grain mustard sauce are so much more interesting than those store-boiled shrimp served with a mixture of ketchup and horseradish. And yet because it’s still shrimp cocktail, it’s guaranteed to be a crowd pleaser. 

One Year Ago: Baked Sweet Potato + Chorizo Hash with Eggs
Two Years Ago: Blue Cheese Tartines with Apples + Arugula
Three Years Ago: Rosemary Maple Roasted Pecans / Chicken Pot Pie
Four Years Ago: Salsa Verde

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Roasted shrimp cocktail and a bowl of whole grain mustard sauce on a serving platter.
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Roasted Shrimp Cocktail with Whole Grain Mustard Sauce

This recipe for Roasted Shrimp Cocktail with Whole Grain Mustard sauce is an easy and elegant twist on the classic. Perfect recipe for holiday entertaining!
Prep Time: 12 minutes
Cook Time: 8 minutes
Total Time: 20 minutes
Servings: 7 servings
Calories: 261kcal


For the Shrimp:

  • 1 lb shrimp 16/20 count or larger, peeled and deveined
  • 1 small lemon very thinly sliced
  • 2 tablespoons olive oil
  • salt and freshly ground pepper to taste

For the Whole Grain Mustard Sauce: 

  • ¾ cup good quality mayonnaise
  • 2 heaping tablespoons Whole Grain Mustard
  • 2 tablespoons minced shallots about 1 small
  • 1 tablespoon freshly squeezed lemon juice
  • 1 tablespoon minced fresh parsley plus a sprig for garnish (optional)
  • ¼ teaspoon salt
  • ¼ teaspoon freshly ground pepper


  1. Preheat the oven to 425 degrees.
  2. Toss the shrimp and lemon slices with olive oil, salt, and pepper. Transfer to a sheet pan and spread out into an even single layer. Roast for about 8 minutes, or until the shrimp have just turned pink and opaque. 
  3. While the shrimp cook, make the mustard sauce. In a medium bowl, whisk together the mayonnaise, Maille Old Style Whole Grain Mustard, shallots, lemon juice, parsley, salt and pepper. Taste and adjust seasoning as desired. Transfer to a serving bowl. Sauce can be made up to 2 days in advance, cover and refrigerate prior to serving. 
  4. Place shrimp and lemon slices on a serving platter along with the Whole Grain Mustard Sauce on the side. Garnish with a parsley sprig, and serve. 


This recipe can be served warm, at room temperature or cold. 


Calories: 261kcal | Carbohydrates: 2g | Protein: 14g | Fat: 22g | Saturated Fat: 3g | Polyunsaturated Fat: 11g | Monounsaturated Fat: 7g | Trans Fat: 0.05g | Cholesterol: 114mg | Sodium: 316mg | Potassium: 209mg | Fiber: 1g | Sugar: 1g | Vitamin A: 19IU | Vitamin C: 9mg | Calcium: 49mg | Iron: 1mg

Roasted Shrimp Cocktail with Whole Grain Mustard Sauce | This super easy recipe is a unique twist on shrimp cocktail! Perfect recipe for holiday entertaining! #christmas #shrimp #shrimpcocktail #christmaseve #7fishes #recipe #easy |

5 from 2 votes

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