If you're going to make a shrimp cocktail from scratch then making a homemade cocktail sauce recipe is a MUST. You can't make the one and buy the other one!
Make your homemade cocktail sauce by mixing all ingredients well in a small mixing bowl.
Be sure to chill at least 1-2 hours, I prefer overnight.
Store in an airtight container and this homemade cocktail sauce will keep for a week.