Instructions

Wash shrimp in cool water and remove heads if needed.
Soak shrimp in milk overnight.
Mix sauces and pepper in a sauce pan and stir until boiling.
Remove from heat and refrigerate for at least 4 hours.
Drain milk from shrimp, place them in a baking pan, and cover evenly with the sauce. Let
stand 1 hour.
Bake uncovered in a 450 degree oven for 15 minutes (less time for smaller shrimp).