Shrimp have an impressive amount of nutrients. They contain over 100% of the recommended daily value of selenium, over 75% of your B12, and are also a great source of protein. If you... are out at a restaurant deciding which appetizer to choose, the shrimp cocktail will definitely be the way to go. It’s also very easy and quick to make this delicious hors d’oeuvre at home. We roast our shrimp first to add extra flavor and then serve them up with cocktail sauce.