Preheat oven to 375
Juice and zest lime
Whisk together all ingredients except the shrimp and cocktail sauce
Toss shrimp with cilantro lime sauce until coated.
Line metal pan with foil and spritz with oil
Pour shrimp into pan in a single layer
Bake for 8-10 minutes until shrimp is lightly pink.
Meanwhile, strain cocktail sauce to remove as much solid as possible and thin with 50/50 water and vinegar until consistency allows pipette to suck up liquid. If tastes too watery, add a dash of worcestershire sauce.
Use pipettes to suck up cocktail sauce until all pipettes are full.
Allow shrimp to cool till you can handle it without getting burned.
!Tip: I found it easier to fill all the pipettes, but to immediately insert pipette after drilling hole - the hole is hard to find if you try to do this assembly line style.
Poke a hole in the edge of shrimp with a toothpick
Immediately insert filled pipette.
Finished shrimp should look like this:
Arrange on a plate and serve. Squeeze sauce into mouth as you bite the shrimp off the skewer.