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Export 11 ingredients for grocery delivery
Preheat the oven to 400F.
In a large ovenproof skillet over low heat, melt the butter with the olive oil.
Add the Worcestershire sauce and garlic.
Add salt, black and cayenne peppers, bay leaf, thyme, rosemary, oregano, hot sauce, and lemon slices.
Add the shrimp. Stir to coat well with the sauce. Place in the oven and bake.
Baste with the sauce, occasionally, for 20 minutes or until the shrimp are pink and the tails are slightly curved.
Remove the skillet from the oven. Remove the bay leaf from the sauce.
Spoon the shrimp and sauce into bowls. Serve with crusty baguettes or hot French bread for dipping in the sauce.