Steps:
- In a medium bowl, whisk together egg yolk, lemon juice, 1/2 teaspoon salt and a few grinds of pepper. Whisking constantly, slowly drizzle in 2/3 cup oil until completely incorporated. Whisk in horseradish, hot sauce and ketchup. Cover and refrigerate until ready to use, up to 3 days. 2. Heat oven to 425 degrees. In a large bowl, toss shrimp with 2 tablespoons oil, 1/2 teaspoon salt and 1/2 teaspoon pepper. Spread shrimp in a single layer on a baking sheet. Roast until shrimp are just opaque, about 10 minutes. Serve shrimp either hot or at room temperature, in shrimp cocktail glasses if you like, with the aioli for dipping.
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