Roasted Shrimp Cocktail with Whole Grain Mustard Sauce

Roasted shrimp cocktail and a bowl of whole grain mustard sauce on a serving platter.

5 from 2 reviews

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!



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: 

  • 3/4 cup good quality mayonnaise
  • 2 heaping tablespoons Whole Grain Mustard
  • 2 tablespoons minced shallots (about 1 small)
  • 1 tbsp freshly squeezed lemon juice
  • 1 tbsp minced fresh parsley, plus a sprig for garnish (optional)
  • 1/4 tsp salt
  • 1/4 tsp freshly ground pepper


Preheat the oven to 425 degrees.

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. 

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. 

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. 


Keywords: shrimp cocktail, shrimp, seafood, easy, holidays, holiday entertaining, Christmas, Christmas Eve, Feast of 7 fishes