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Chop shrimp into 1/2” pieces and place in a bowl. Add cocktail sauce and toss to combine. (I use about 1/4 cup for 1/2 pound of shrimp, but some like more and some less.)
Spoon shrimp cocktail mixture into individual Belgian endive leaves. Top with a small sprig of fresh dill. (I like garnishing the shrimp in this way rather than adding chopped dill to the mixture so that those who don’t care for dill can easily remove it. Plus, it looks pretty! If you choose not to use dill, fresh chopped parsley is also a nice garnish.)
Phase One Cocktail Sauce
1/4-cup tomato paste
Whisk all ingredients together in a small bowl until smooth.
*You can use reconstituted dried horseradish, but add in 1/4-teaspoon increments if doing so as it can be stronger than fresh. Or you can make fresh by grating fresh horseradish root and adding a bit of cider vinegar. Be careful of the fumes when grating!