Red Lobster's Shrimp Diablo

3 lb. Large Uncooked Shrimp In the Shells (no heads)

Milk
1/2 lb. Unsalted Butter
1 Jar Kraft BBQ Sauce
1/2 Cup Ketchup
1 Tablespoon Fresh Ground Pepper
1/4 Cup Frank's Red Hot Sauce

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 (450F) for 15 minutes (less time for smaller shrimp).