Yes, but not straight from the freezer. For best results, always thaw them first by running them under cold water for 5 minutes. Don’t use warm or hot water to do this or the shrimp will begin to cook as they thaw.
Preheat the oven. Mix the shrimp, garlic, red pepper flakes, basil, salt, pepper, and olive oil in a large bowl until well combined.
Place the shrimp in a single layer on a baking sheet. Bake them for 8-10 minutes.
Mix ketchup and horseradish in a small bowl. Set it aside.
Remove the shrimp from the oven and set them aside to cool. Once cool, serve the shrimp with cocktail sauce. Add fresh parsley and lemon wedges for extra flavor.