Thaw the shrimp in the refrigerator overnight and rinse with cold water, then set aside. Or, quick thaw the shrimp by placing them in a bowl then rinsing with cold water for 15-20 minutes, and drain. Chill until ready to serve.
In a small bowl, mix the chili sauce with 1 tablespoon of fresh lemon juice, the horseradish, Worcestershire sauce, and ground mustard. Slice the rest of the lemon into wedges.
Top a platter with crushed ice cubes and top with the shrimp and lemon wedges. Serve cold with the cocktail sauce on the side.
Notes
The cocktail sauce can be made up to 3 days ahead of serving.
If you only have uncooked shrimp on hand, you can quickly cook before serving. Please see the blog post above for instructions on how to cook frozen, raw shrimp for shrimp cocktail.