In a small bowl, combine the cayenne, black pepper, salt, red pepper flakes, thyme, oregano, paprika, and bay leaves.
In a large cast-iron skillet, heat the butter over medium-high until melted and sizzling. Add the garlic, spices, wine, fish stock, lemon juice, and Worcestershire sauce. Bring to a boil, then reduce the heat and simmer until the sauce thickens enough to lightly coat a spoon, about 5 to 7 minutes; shake the pan as it cooks to help bring the sauce together.
Add the shrimp, reduce the heat to low, and cook, turning once, until the shrimp turn pink and firm, 3 to 5 minutes.
Sprinkle the shrimp with parsley and serve immediately from the skillet with hot French bread to soak up the sauce. Eat with your hands.
