Mustard Sauce: Combine 1 ounce horseradish, the mustard, mayo, Tabasco, Worcestershire, salt and pepper.
Shrimp: Fill each butterflied side with remaining horseradish and wrap with ½ strip of bacon; secure with a toothpick. Heat deep fryer to 350° F and deepfry shrimp for 6 minutes or until bacon is crispy. (An alternate method to cook shrimp would be to bake at 400° F for 15 minutes or until bacon is crispy). Drain shrimp and pat dry with paper towel to remove excess fat and oils.
To serve: Place mustard sauce in a squeeze bottle and drizzle on 4 plates. Arrange 5 shrimp per plate and serve.
