The days have come and gone when Shrimp Cocktail was on every restaurant menu. It remains a popular appetizer, a dish that will impress your guests, no matter how simple the recipe is.This Citrus Shrimp Cocktail with Wasabi Cocktail Sauce version adds some wonderful flavors. I love the addition of Japanese wasabi to a typical cocktail sauce recipe. Feel free to add the wasabi paste according to your taste.