Preheat the oven to 400 degrees. Line a baking sheet with tin foil then coat with cooking spray.
Combine the ketchup and wasabi horseradish in a small dish then stir until well combined. Set aside.
Peel and devein shrimp making sure to leave the tails on. Drizzle the shrimp with the olive oil then season both sides with sea salt, freshly cracked pepper, and garlic powder, to taste.
Place into the oven and roast for 8-10 minutes or until cooked through. Place onto a serving tray and serve with the prepared sauce. Enjoy.