Step 1: Bring a pot of salted water to a boil. Meanwhile, prepare an ice bath by filling a bowl with ice cold water.
Step 2: Add the shrimp to the boiling water and allow to cook for 1 minute.
Step 3: Remove the shrimp from the pot with a slotted spoon and immediately plunge into the ice bath.
Step 4: Allow the shrimp to cool thoroughly, then drain and place on paper towels to absorb some of the water. Transfer the shrimp to a bowl.
Step 5: Add the tomatoes, red pepper, onion, cilantro, jalapeno, and avocado to the shrimp.
Step 6: Season with salt and pepper to toss lightly.
Step 7: Finely grate the zest of 3 of the limes (refer to NOTE # 2 below) and juice 2 limes.
Step 8: Combine the zest and juice in a small bowl. Mix in the horseradish, ketchup, and olive oil. Pour dressing over the shrimp salad and toss well. Check seasoning and adjust if necessary. (Depending on your taste for lime, you may want to juice the 3rd lemon, but it's up to you how limey you want it).
Step 9: Slice the remaining lime into wedges. Transfer the salad to a serving platter and garnish with sprigs of cilantro and lime wedges. Sprinkle corn nuts over the salad for added crunch.
Step 10: NOTE on Advanced Preparation: The salad can be prepared several hours ahead of time, which will allow the flavors to blend well. If you are preparing the salad in advance, add the salt and cilantro right before serving. Marinating the salad with the salt will toughen the shrimp and cause the vegetables to go limp. Adding the cilantro at the end will ensure that it keeps its texture and will not become too soggy.
Step 11: NOTE # 2: The zest of the citrus fruit is the outermost layer of the fruit's skin. It adds an incredible burst of flavor and color to recipes. Use a box grater, rasp, or citrus zester to remove the skin. Make sure to remove only the colored part of the peel; the white pith is a bit bitter and will impart bitterness to your salad.
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