Sauce Remoulade Fill the shrimp with horseradish. Wrap each shrimp tightly with a slice of bacon and secure with a wooden toothpick. Bake at 375 F until brown. Place on a warmed platter and serve with Sauce Remoulade. Serves 2 as an appetizer. SAUCE REMOULADE: 1 pint mayonnaise 1 ounce capers, drained and chopped 1 ounce cornichons, chopped 1 1/2 Tbl fresh chives, chopped 1 1/2 Tbl fresh chervil, chopped 1 1/2 Tbl fresh tarragon, chopped 1/2 Tbl Dijon mustard Salt and pepper, to taste Worcestershire sauce Tabasco Combine all of the ingredients and mix well. Guy Reibold, Executive Chef of Stouffer Harborplace Hotel. [The Baltimore Sun; Dec 11, 1991]