In the NInja Foodi Pressure Cooker & Air Crisper add 2 cups of water to the inner pot and place the air fryer basket or air fryer plate into the Foodi. Add the frozen shrimp and sprinkle 1 Tablespoon of Old Bay over the top.
1 lb medium raw shrimp, frozen, peeled, 1 Tablespoon Old Bay Seasoning, 2 cups water
Smart Lid models: Close the lid and move the slider to the far right. Select the steam function and set the time for 5 minutes. Press start. After the pot preheats and starts the countdown, open the lid when the display reads 2 minutes left. Toss the shrimp to make sure they are not clumped together and close the lid to finish steaming.
Two Lid Models: Put the pressure lid on and make sure the valve is to the vent position. Select the steam function and set the time for 5 minutes. Press Start. Once the countdown has started and the display reads 2 minutes left, open the lid and toss the shrimp around. If the lid is locked because the pin is up (which happens sometimes), turn the Foodi off at this point and let the pin drop. Your shrimp should be fully cooked by the time the lid can be opened.
Stovetop: Place 2-3 cups of water into a pot and place a colander or steaming basket on top. Place the frozen shrimp and Old Bay into the basket. Heat on high until the water is boiling and producing steam. Steam for about 5 minutes or unti the shrimp are fully cooked. Toss around if needed to break up any clumps of frozen shrimp so they all cook evenly.
Remove the shrimp and place them into a bowl and refrigerate uncovered until chilled. The shrimp are usually cold enough by the time the rest of the dip is assembled.
This step can be done up to 2 days before serving the dip. Cover the shrimp if storing in the refrigerator longer than 2 hours.
Make the Cocktail Sauce
In a small bowl combine the ketchup, Worcestershire sauce, 2-3 teaspoons of prepared horseradish and lemon juice. Whisk together and taste for spice level. Increase the horseradish to the desired level of spiciness you like. I use about 2 Tablespoons for a moderately spicy cocktails sauce.
¾ cup ketchup, 1 Tablespoon Worcestershire Sauce, 1-2 Tablespoons prepared horseradish, 1 teaspoon lemon juice
Cover and refrigerate until use. This step can be done 4 days in advance of assembling and serving the dip.
Cream Cheese Mixture
Place the room temperature cream cheese into the bowl of a stand mixer or a large mixing bowl if using a hand held electric mixer. Mix (paddle attachment for stand mixer) on low speed until the cream cheese is very soft and sticking to the sides of the bowl. This can take anywhere from 1-3 minutes depending on the temperature of your cream cheese.
16 ounces cream cheese
Scrape down the sides of the bowl and add the milk and Old Bay Seasoning. Mix on low to incorporate the ingredients for 30-45 seconds. Scrape down the sides of the bowl and then mix on medium-high speed for 1-2 minutes, scraping down the sides of the bowl as needed. The mixture should be light and fluffy when it is done.
1 Tablespoon whole milk, 1½ teaspoons Old Bay Seasoning
Spread the cream cheese mixture into the bottom of your serving dish. The dish should be about 9-10" in diameter with a 2" lip. You want the cream cheese layer to be about ½-¾" thick.
I recommend spreading the cream cheese into the serving dish while it is soft and room temperature. If you are not assembling the dip right away, cover and refrigerate up to 3 days.
Assembling the Cold Shrimp Dip
Remove your serving dish with the cream cheese and uncover if it is in the refrigerator. Pour the cocktail sauce over the top and spread it out over the cream cheese just stopping about ½" from the edge. The cocktail sauce should be about ¼" thick.
Place the cold shrimp on top of the cocktail sauce. You can cover and store in the refrigerator for up to 24 hours or garnish and serve immediately.
Garnish
Once assembled, chop the chives and sprinkle over top. Zest some lemon over the top and then cut the lemon into wedges and arrange around the edge of the serving dish.
Nutritional Information is for the dip only. A whole batch of this Cold Shrimp Dip will serve about 12 people when 2-3 other appetizers are also served. Plan on it serving 6-8 people if it is the only appetizer.