Shrimp and kailan caillettes with horseradish

Caillette is a small, slightly flattened French sausage made from pork, liver, garlic and herbs wrapped in caul fat. Try and get caul fat for this recipe (ask your butcher). It not only provides the wrapping for the caillettes but melts into them as they cook, giving them the most luscious basting imaginable. Filo pastry is a delicious substitute, though, and spinach can stand in for the kailan, the leafy Chinese green used here.