In a small bowl, stir together all ingredients until smooth and fully combined.
Taste and adjust as needed. Add more horseradish for heat, lemon for brightness, or hot sauce for extra spice.
Cover and refrigerate for at least 30 minutes before serving. This step helps the flavors blend and mellow.
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Notes
Note 1: Prepared horseradish is sharp and punchy since it’s grated root in vinegar, while horseradish sauce is milder and creamy, which softens the heat and changes the flavor. Be sure to use prepared horseradish here!Storage: Store the cocktail sauce in a sealed container in the fridge for up to 5 days. Stir well before serving, as the sauce may separate slightly over time.