Grilled Shrimp with Charred Carrot Cocktail Sauce

For the brine

2 cups warm water

1/4 cup kosher salt

3 tablespoons sugar

2 cloves garlic, smashed

2 bay leaves, torn

4 lemons

2 cups ice

For the cocktail sauce

4 whole carrots

2 tablespoons canola oil

Salt and freshly ground pepper

1/2 cup ketchup

3 tablespoons horseradish

1 tablespoon apple cider vinegar

1 tablespoon honey

1 tablespoon soy sauce

Zest from one lemon

Pinch cayenne pepper

For the shrimp

1 1/2 pounds large fresh shrimp, shells on

2 tablespoons canola oil

Salt and freshly ground pepper

In a large bowl, stir together warm water, salt, sugar, garlic and bay leaf. Zest one lemon and reserve the zest for the cocktail sauce. Slice this zested lemon, plus one additional, and add to the brine. Reserve the last two lemons for garnish. Add ice and stir to combine.

Using sharp scissors or sharp paring knife, cut along the back of each shrimp to remove the vein. Leave the shells on. Add to the brine and refrigerate for 30 minutes.

Heat a cast iron grill pan over medium heat. Scrub the carrots and halve lengthwise. Toss with canola oil, salt and pepper. Grill the carrots, turning occasionally, until slightly charred and soft, about 10 – 12 minutes. Remove carrots, but keep the grill pan hot over medium heat.

In a blender or food processor, blend together carrots and remaining cocktail sauce ingredients until mostly smooth. Season to taste with salt and plenty of freshly ground pepper. If needed, add a few tablespoons of warm water to thin the sauce.

Drain the shrimp from the brine and dry well with paper towels. Toss with canola oil, salt and pepper. Grill the shrimp with their shells on, 3 – 4 minutes per side, just until opaque. Remove to a platter and garnish with lemon slices. Serve with cocktail sauce.