Red Lobster Shrimp Diablo

3 lb large uncooked shrimp, tails attached
milk
1/2 lb unsalted butter
1 jar Kraft BBQ Sauce
1/2 c ketchup
1 tbsp ground pepper
1/4 c Frank's Red Hot Sauce

Wash shrimp in cool water and soak in milk overnight. Mix all sauce ingredients in a saucepan and stir until boiling. Remove from heat and refridgerate for 4 hours. Drain milk from shrimp, place in baking pan and cover evenly with sauce. Let stand 1 hour. Bake in 450° oven for 15 minutes (less time for smaller shrimp)