Toast the sesame seeds on a dry sheet pan in a 350 F oven until just slightly browned and aromatic, about 10 minutes.
In a 1 gallon stock pot, place the butter and bacon and render over low heat, stirring occasionally with a wooden spoon.
Gradually increase the heat as the bacon renders, eventually frying until crisp and well browned.
Remove bacon with a slotted spoon and reserve with the sesame seeds.
Working with the butter in the pot, increase heat to high and add onions.
Cook, stirring constantly with a wooden spoon, until the onions lightly caramelize to an amber hue, about 8 minutes.
Add the garlic, bell pepper and celery and continue cooking until vegetables are well rendered and translucent.
Remove from heat temporarily.
Combine the rice flour and milk in a mixing bowl, whisking out any lumps, then stir into the pot and return to medium-high heat.
Gradually bring to a boil, whisking often as scorching is a risk.
As the mixture boils, it will thicken slightly.
Reduce heat if necessary to maintain a low boil.
Add the bay leaves, thyme, nutmeg, brandy, Madeira and reserved sesame seeds and bacon and return to a low boil.
Simmer 5 minutes, stirring often, then add the lemon juice, hot sauce, pepper and salt.
Add the cream and return to a boil.
Whisk well.
Taste for seasoning and add more salt if desired.
Add the shrimp and chilled butter, stirring well to melt the butter.
Cook for 3 minutes, allowing shrimp to turn pink and firm.
Remove the bay leaves and serve at once.