1.
In a large pot fitted with a steamer basket, boil 2 inches of water. Place shrimp in the basket, cover and steam for about 3 minutes. Spread out on a baking sheet and refrigerate for a few hours or until cold.
2.
In the meantime, mix the mayo, olive oil, mustard, and Worcestershire together in a bowl; season with salt and pepper to taste. Refrigerate 1 hour to allow flavors to blend.
3.
Enjoy with the cooked shrimp!