1-First Step: Get the oven and baking dish ready Preheat your oven to 350 degrees. While the oven heats, set out a 9×13-inch baking dish and a medium saucepan. This gives you a smooth workflow once the sauce starts simmering. If you are serving a crowd, you can also set out sliced French bread now so it is ready when the shrimp come out of the oven.

2-Second Step: Build the sauce In the medium saucepan, combine the butter, olive oil, Worcestershire sauce, minced garlic, bay leaves, Creole seasoning, oregano, paprika, black pepper, cayenne pepper, sliced green onions, lemon juice, and lemon slices. Bring the mixture to a simmer over medium heat. Stir it a few times so the butter melts fully and the spices blend into the sauce. Once the sauce is simmering, remove it from the heat. Taste it carefully and add salt only if needed, since this dish is already fairly salty from the Worcestershire sauce and Creole seasoning. If you prefer a milder version, this is a good time to use reduced-sodium ingredients the next time you make it.

3-Third Step: Arrange the shrimp Place the 2 pounds of unpeeled shrimp in the baking dish in an even layer. Keep the shrimp in their shells if you can. That helps them stay tender and juicy while baking, and it also gives the sauce more flavor. If your shrimp still have heads on, even better. That adds extra richness to the final dish.

4-Fourth Step: Pour on the sauce Pour the warm butter mixture over the shrimp, making sure every shrimp gets coated. Use a spoon to spread the lemon slices, garlic, and green onions around the dish. As the shrimp bake, they will cook in that flavorful liquid and soak up the Cajun spices.

5-Fifth Step: Bake until the shrimp turn pink Bake the shrimp for 15 to 20 minutes, stirring once during cooking. This helps the shrimp cook evenly and lets the sauce move around the dish. Watch closely near the end of the baking time, because shrimp cook fast and can turn rubbery if they stay in the oven too long. You will know the BBQ Cajun Shrimp is ready when the shrimp are pink, opaque, and curled into a loose C shape. The sauce will be hot and fragrant, and your kitchen will smell amazing.

6-Final Step: Serve with bread and enjoy Serve the shrimp hot with French bread for soaking up the liquid. That buttery sauce is part of the magic, so do not let it go to waste. If you want to round out the meal, add a simple green salad, rice, or roasted vegetables on the side. This makes a great dinner for guests, but it is also easy enough for a cozy night at home.