Shrimp Diablo with Old Bay Hot Sauce

Ingredients:
1 lb uncooked shrimp in shells
4 tablespoons unsalted butter
1 cup BBQ sauce
1/4 cup ketchup
1 tablespoon freshly-ground pepper
2 tablespoons Old Bay seasoning
2 tablespoons red hot sauce

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