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For the shrimp
For the sauce
Preheat the oven to 400ºF.
Peel and devein the shrimp, leaving the tails on. Place them on a sheet pan with the olive oil, salt, and pepper and spread them in 1 layer. Roast for 8 to 10 minutes, just until pink and firm and cooked through. Set aside to cool.
For the sauce, combine the chili sauce, ketchup, horseradish, lemon juice, Worcestershire sauce, and hot sauce. Serve as a dip with the shrimp.