Preheat oven to 425°. Combine tomatoes, garlic, and 1 tablespoon olive oil on a baking sheet; toss well. Sprinkle with half of the salt and pepper. Roast until tomatoes are completely softened and garlic is golden brown (about 25 minutes). Transfer mixture to food processor. Add chipotle, horseradish, lime juice, and lime zest; process until smooth. Add honey and cilantro; pulse 2-3 times or until combined.
On a separate baking sheet, combine shrimp and remaining olive oil; toss well. Sprinkle with remaining salt and pepper. Roast until golden and just cooked through, turning once (about 8 minutes). Place shrimp in individual glasses; serve with sauce.