1 lb. large, uncooked, unpeeled shrimp
milk – as needed for soaking
1/3 cup real unsalted butter – melted
1/4 cup barbecue sauce
1/4 cup ketchup
1 1/2 Tbls. hot sauce
1 tsp. ground black pepper
Wash shrimp in cool water and remove heads if needed; place in a bowl; cover with milk; refrigerate overnight.
Place butter, BBQ sauce, ketchup, hot sauce, and pepper in a saucepan over medium heat; bring to a boil, stirring constantly; remove from heat and refrigerate at least 4 hours.
Drain milk from shrimp; place shrimp in a 9\” X 9\” X 2\” baking pan; drizzle prepared sauce evenly over shrimp; refrigerate for 1 hour.
Bake shrimp, uncovered, in a 450 degree oven for 15 minutes (less time for smaller shrimp). Do not overcook shrimp.