Place reserved shrimp heads in large pot and cover well with 3 cups of water. Bring to a boil to make stock, and let continue to boil as you prepare rest of recipe. Place peeled shrimp in medium aluminum disposable pan. Season with salt and lemon pepper seasoning, and sprinkle with seafood boil. Add onion, Italian dressing, Worcestershire, Cajun Power Garlic Sauce, hot sauce, rosemary and fresh lemon juice to pan. Toss to combine. Remove shrimp stock from heat. Let cool slightly, then strain into large clean bowl. Add ½ cup of the strained stock to pan with shrimp. Any additional stock may be frozen (once cooled) and saved for future use. Top shrimp with lemon slices and cold butter pats. Cook on gas grill over direct heat on medium for 30 minutes, or in an oven at 350ºF. Serve with French bread for dipping. Or, place the cooked shrimp on French bread to make a po-boy.