“Here in Mississippi, shrimp is often served with a side of comeback sauce, a mildly spicy, piquant sauce otherwise known as the house dressing of the state because it’s such an everyday staple,” writes Dale Gray in her new cookbook, South of Somewhere: Recipes and Stories from My Life in South Africa, South Korea & the American South. “As the story goes, it was first created by a Greek restaurant owner up the road in Jackson and got its quirky name because people kept coming back for more. Similar to a New Orleans remoulade, my favorite version of Mississippi comeback sauce makes an excellent dip for fresh seafood. This easy sharing platter is loaded with oven-roasted jumbo Gulf shrimp for maximum sauce shoveling and, sometimes, raw vegetables, which my other half eats begrudgingly.”
The shrimp can be served warm or chilled depending on the season, and any leftovers make for an excellent late-night snack.