Bay Shrimp Cocktail – – bay shrimp (cooked, cut into bite-sized cubes), celery (diced very small), red bell pepper (diced very small), jalapeño pepper (diced very small), Cocktail Sauce: ketchup, horseradish (prepared), Tabasco, Rinse the cooked shrimp in cold water. Pat dry. Combine the diced vegetables and spoon into 4 servings. Place the shrimp over the diced vegetables. ; Mix the cocktail sauce ingredients in a bowl. Top the shrimp and serve more on the side.; Serve with saltine crackers and Tabasco.; –