Roasted Shrimp Cocktail Louis

Name: Roasted Shrimp Cocktail Louis
Ingredients: 2 pounds large (16 to 20 count) shrimp, peeled, deveined, with the tails on; Good olive oil; Kosher salt and freshly ground black pepper; 1 1/4 cups good mayonnaise, such as Hellmann's; 1/2 cup Heinz chili sauce; 1/2 teaspoon grated lemon zest; 2 tablespoons freshly squeezed lemon juice; 1 1/2 tablespoons bottled grated white horseradish, drained; 2 teaspoons Sriracha; 1 teaspoon Worcestershire sauce; 1/4 cup minced scallions (2 scallions); 2 tablespoons capers, drained