Grilled Gulf Shrimp with Comeback Sauce is a delicious and flavorful dish that showcases the natural sweetness of Gulf shrimp. The shrimp are marinated in a mixture of olive oil, garlic, lemon juice, and spices, then grilled to perfection. The Comeback Sauce is a tangy and creamy dipping sauce made with mayonnaise, ketchup, Worcestershire sauce, and a blend of spices. This dish is perfect for a summer barbecue or a quick and easy weeknight dinner.