Lemon Shrimp Cocktail with Piquillo Pepper Dip

Lori Yates | Foxes Love Lemons

This lemon shrimp cocktail with piquillo pepper dip is a Spanish-inspired twist on classic peel-and-eat shrimp cocktail. Serve as an appetizer at your next party and watch it disappear!

Lemon Shrimp Cocktail Photo

I’m really lucky to have married a man who likes similar foods to me, and is pretty much willing to try just about anything. We do, however, have different opinions on one thing: seafood served in the shell. Jeff and his family absolutely love crab legs, whole lobsters, shell-on shrimp, and the like.

Jeff actually thinks it’s fun to fight with the shell of a crab leg in order to get a tiny, measly teaspoon-size bite of crab meat out. I’ve heard him grunt the words “you have to WORK for your food” on more than one occasion.

Lemon Shrimp Cocktail Picture

I, on the other hand, do not really like working THAT hard for my food. And my main complaint about crab legs and whole lobsters is that by the time you’ve struggled to release the seafood from its home, the meat itself is cold. And cold seafood is great if it’s supposed to be served chilled, but not when it’s supposed to be warm, you know? Because then you’re in a weird gray area of lukewarm seafood, which is the worst type of seafood.

This roasted lemon shrimp cocktail with piquillo pepper dip is a little compromise between my husband’s love of shell-on seafood, and my love of either piping hot OR completely chilled seafood (and nothing in between). So let’s just go with completely chilled.

Roasting shrimp in the shell ensures that the end product is SUPER flavorful. The shell keeps all of that great shrimp flavor in! I simply roasted the shrimp with a cut-up lemon and some olive oil and salt. Once it was cooked through, I transferred it to the fridge to chill completely, so that I could serve it as a cold shrimp cocktail.

Lemon Shrimp Cocktail Image

While the shrimp was roasting, I broke out the food processor for a quick and easy Spanish-inspired dipping sauce made with piquillo peppers. Piquillo peppers are traditionally grown in Northern Spain. The peppers are hand-picked, roasted over an open fire, then peeled and jarred (find them packed in water near the jarred roasted red peppers at the grocery store). They have a spicy-sweet flavor that I just love. If you can’t find piquillo peppers, jarred roasted red peppers are a perfect substitute here.

Serve this chilled shrimp cocktail and dip at your next party! Party food is the best kind of food!

Lemon Shrimp Cocktail Recipe

      8 Servings


For the Roasted Lemon Shrimp:
  • 1 Lemon, Cut into 6 pieces
  • 1 1/2 pounds Shell-On Shrimp, 36-40 count
  • 3 tablespoons Olive Oil
  • 1 teaspoon Kosher Salt
For the Piquillo Pepper Dip:
  • 1 clove Garlic, Small, roughly chopped
  • 4 ounces Cream Cheese, Softened
  • 1/2 cup Grilled Piquillo Peppers in Water, Drained
  • 1 tablespoon Milk
  • 2 teaspoons Fresh Lemon Juice
  • 1 teaspoon Worcestershire Sauce
  • 1/4 teaspoon Ground Black Pepper


To Make the Roasted Lemon Shrimp:

  1. Preheat oven to 400°F.
  2. On rimmed baking pan, toss lemon, shrimp, oil and salt until well combined.
  3. Transfer to oven and roast 10 minutes or until shrimp are opaque throughout, stirring once halfway through roasting.
  4. Transfer shrimp to refrigerator and chill 1 hour or up to overnight.

To Make the Piquillo Pepper Dip:

  1. In bowl of food processor fitted with knife blade attachment, process garlic, cream cheese, piquillo peppers, milk, lemon juice, Worcestershire sauce and black pepper until smooth. Refrigerate until ready to serve. Makes about 1 cup dip.
  2. Serve chilled shrimp with dip.


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Lori Yates

About Lori

Lori loves lemons, English muffins, and her puppy, Izzy. She writes about all three on Foxes Love Lemons. If you love lemon too, you're going to love all of Lori's posts, because she's our Lemon fanatic!