Grilled Shrimp Cocktail

Sauce
12 large ripe plum tomatoes (about 3 pound)
1/2 cup extra-virgin olive oil
6 cloves garlic, lightly crushed
6 sprigs fresh thyme
3/4 teaspoon salt
1/4 cup ketchup
2 tablespoons prepared horseradish
1 tablespoon fresh lime juice
1 jalape