Start by seasoning the shrimp with 1 tbsp of Creole seasoning and as much salt and pepper as you prefer.
Heat 1 tbsp of the olive oil in a large pot over high heat. When the oil is hot, add the onions and garlic and sauté for 1 minute. Add the reserved shrimp shells, bay leaves, lemons, water, Worcestershire sauce, wine, salt, pepper, and the rest of the Creole seasoning. Stir well and bring to a boil, then reduce the heat and simmer for 30 minutes.
Once you remove the mixture from the heat, let it cool for about 15 minutes, then strain into a saucepan. There should be about 1½ cups. Place the strained mixture over high heat, bring it to a boil, and cook it for about 15 minutes until it’s thick, syrupy, and dark brown. This will make about 4 to 5 tbsp of barbecue sauce base.
Heat the remaining 1 tbsp of oil in a large skillet over high heat. When the oil is hot, add the seasoned shrimp and sauté them for 2 minutes, shaking the skillet occasionally. Add the cream and all of the barbecue base, then stir and let it simmer for 3 minutes.
Remove the shrimp with tongs and place them on a warm platter, then whisk the butter into the sauce and remove it from heat. Place the shrimp in the center of the platter, then spoon the sauce over the shrimp and around the plate. Garnish the shrimp with chives and you’re ready to eat.
Courtesy of Guy Lott, sales and support for the Alabama Seafood Marketing Commission.