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1
Prepare a grill or large grill pan for high heat.
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2
Put the tomatoes, onion, and lemon on a baking sheet.
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3
Brush with 1 tablespoon of oil and sprinkle liberally with salt and pepper.
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4
Lightly oil the grill grates.
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5
Arrange the tomatoes, onion and lemon cut-sides down on the grill.
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6
Cook until charred in spots, rotating the tomatoes and onion slices as needed to ensure even cooking, 6 to 8 minutes.
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7
Transfer the grilled vegetables and lemon to the same baking sheet that they were on before.
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8
Allow to cool 5 minutes.
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9
Leave the grill on high heat
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10
Combine the tomatoes and onions in a blender along with the juice of half of the grilled lemon, Worcestershire sauce, honey, horseradish, hot sauce and 1 tablespoon oil.
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11
Blend until smooth with the texture of tomato puree.
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12
Season with 1 teaspoon salt and 1/4 teaspoon pepper.
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13
Pour into a small serving bowl and reserve.
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14
Toss the shrimp with the remaining tablespoon oil and sprinkle liberally with salt and pepper.
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15
Grill until lightly charred in spots on both sides and just cooked through, 2 to 3 minutes total.
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16
Transfer the shrimp to a large platter and serve with the reserved grilled tomato cocktail sauce.
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17
Cut the remaining grilled lemon into wedges and serve on the side.