Heat the oven to 450°F. Remove the vein from the shrimp, if necessary. In a large bowl, toss the shrimp with the garlic, olive oil, salt, and pepper. Spread the shrimp on a heavy-duty rimmed baking sheet in a single layer. Roast for 3 min., turn the shrimp over with tongs, and continue roasting until the shrimp are opaque and firm, another 2 to 4 min. Transfer the shrimp to a shallow dish, cover partially, and refrigerate. When the shrimp are thoroughly chilled (after about 2 hours), serve them with cocktail sauce.