Some may mistake fry sauce for Thousand Island, which is built on a mayonnaise base and a tangy flavor brought on by Tabasco, Worcestershire sauce, or … The other difference you might notice is that this version of prawn cocktail is served more like a salad than its American cousin. Red Pepper Remoulade Sauce. 1 cup mayonnaise . At any rate, Marie Rose Sauce stays with us, and despite its close resemblance to Thousand Island dressing (without the chunky bits), it is entirely unique, and absolutely essential. 1/4 cup chopped fresh parsley . Origon of Marie Rose sauce (known in some areas as cocktail sauce, seafood sauce, ketchyo, maychup, ketchanaise, tomayo, burger sauce, fancy sauce or dip) is a British condiment made from a blend of ketchup and mayonnaise, although it can have other ingredients as well.It is often used with seafood, and prawns in particular.Giles Coren said: “Prawn cocktail dripping with Marie Rose sauce … 1/4 cup dill pickle relish 1 jar roasted red bell peppers - (7 oz) drained . Marie rose sauce recipe Save A retro ... Add 1 tbsp of finely-chopped onion and 2 tbsp of chopped sweet pickled cucumbers for a homemade Thousand Island dressing. Prep time: 5 minutes.