Preheat the oven to 350 degrees F. Combine the cream cheese, sour cream, mayonaise, and mozarella in a blender or food processor. Pulse until combined and creamy.
Add to a large bowl and stir in the cocktail sauce and green onions. Chop the shrimp and stir into the mixture. Spray an oven safe baking dish with nonstick cooking spray. Add the shrimp dip mixture to the baking dish. Top with additonal cheese if desired.
Bake for 15-20 minute or until heated through and the cheese has melted.