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Thanks to all for your input! Most said that cocktail sauce is just ketchup and horseradish. Others had this to say:

I use the Crosse & Blackwell brand of Seafood Cocktail Sauce.  This is a Nestle product.  I called them back in the spring and was told it was GF.  I believe I had also seen it on the Delphi GF list.  

We make gf cocktail sauce using Heinz catsup, Frank's Original Red Hot Sauce, and plain ground horseradish.

I mix a bunch (sorry not to give real quantities--it depends on how much I need and I wing it) of gf ketchup (like Heinz), a spoonful or two of gf horseradish (kosher for Passover or a vinegar-free farmer's market product), with a couple or more dashes of gf Worchestershire sauce like Lea & Perrins, to taste. A squirt or so of lemon juice and maybe a bit more salt and pepper, and my husband doesn't know the difference. He often compliments me and asks what brand it is! 

i looked into this question a couple of months ago and came up with "Crosse & Blackwell Seafood Cocktail Sauce"  which probably sounds like an unusual brand, but it's actually a Nestle product.  I am not sure where you live, but we live in new york city and i have seen this product in several different area supermarkets.  The number for Nestle is 1-800-258-6727, M-F, 8am -4pm Pacific, if you'd like to call and ask for stores near you that carry it.

1/2 cup Mayo
1 cup Chili Sauce
1/4 - 1/3 cup prepared horseradish (depending on how hot you want it) mix well

Start out with about 1/2 cup catsup (Heinz)
Silver Spring Prepared Horseradish (most Targets sell it) about 1 Tbsp Tabasco - few drops fresh lemon juice

I just saw a recipe for shrimp cocktail sauce in Sunday's USA Weekend:

Classic Cocktail Sauce
1 cup ketchup
1/4 cup minced celery
2 Tbs. prepared horseradish
1 1/2 Tbs fresh lemon juice
1/2 tsp finely grated lemon zest
2 Tbs minced fresh parsley, cilantro or dill
Black pepper, to taste Mix all in a small bowl. 


1/2 c  Chili sauce, 1/2 c  Catsup, 1/4 c Horseradish, 1 tb Lemon juice, 1 tb Worchestershire sauceBlend and chill. If you want you can leave out the Horseradish. 

If you have Boar's head products in your area this is the best!  Mix equal parts Boar's Head Pub Style Horseradish Sauce with Ketchup.....add lemon if
you like!

I'm sure you want to buy, but you can make a good one. Ketchup, horseradish, fresh lemon juice, Lea & Perrins worcestershire sauce, and a touch of cayenne. I just mix it to taste.

Hellava Good is gf, as is McCormick's. 

Thanks again
Susan

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