Place Large Shrimp (1 pound) in a medium bowl. Add Garlic (1 clove), Crushed Red Pepper Flakes (1/8 teaspoon), Olive Oil (2 tablespoon), zest of one Lime (1), and Ground Black Pepper (1/4 teaspoon).
Toss to coat completely and set for 15-20 minutes to marinate.
Meanwhile prepare cocktail sauce. In a small bowl combine Ketchup (2/3 cup), Horseradish (2 tablespoon), Lemon Juice (2 teaspoon), Worcestershire Sauce (2 teaspoon) and Hot Sauce (to taste) (if desired).
Stir to combine. Adjust seasoning to taste.
Heat grill to medium-high heat - about 400 degrees F (200 degrees C).
Skewer the shrimp through the tail end first then through the "head" section. Having two entry points will hold the shrimp steady on the skewer.
Grill the shrimp for 2-3 minutes. Flip and grill for another 2-3 minutes.
Serve shrimp alongside the cocktail sauce. Can be served warm or chilled.