Maryland-Style Steamed Shrimp Cocktail Marylanders love their OLD BAY. That's why they steam their shrimp in OLD BAY then toss the cooked shrimp in additional OLD BAY. Now that's finger licking good shrimp cocktail. Cooked Shrimp Recipes, Fish Recipes, Seafood Recipes, Cooking Recipes, Recipes Dinner, Seafood Dishes, Dinner Ideas, Seafood, Recipes