Peel the shrimp, leaving only their tails attached. (I use zipper back shrimp).
Reserve the shells, sprinkle the shrimp with 1 tablespoon of the Essence, and half teaspoon of the black pepper. Use you hands to coat the shrimp with the seasonings. Refrigerate the shrimp while you make the sauce base.
Heat 1 tablespoon of the oil in a large pot over high heat. Add the onions and garlic, and cook, stirring, for 1 minute. Add the reserved shrimp shells, the remaining Essence, the bay leaves, lemons, water, Worcestershire, wine, salt, and the remaining black pepper. Stir well and bring to a boil. Reduce the heat and simmer for 30 minutes.
Remove from the heat, allow to cool for about 15 minutes, and strain into a small saucepan. There should be about 1 1/2 cups. Place over high heat, bring to a boil, and cook until thick, syrupy, and dark brown, for about 15 minutes. Makes about 4 to 5 tablespoons of the sauce base.
Heat the remaining 1 tablespoon of oil in a large skillet over high heat. When the oil is hot, add the seasoned shrimp and cook, occasionally shaking the skillet, for 2 minutes. Add the cream and all of the sauce base. Stir and simmer for 3 minutes.
Transfer the shrimp to a warm platter with tongs and whisk the butter into the sauce. Remove from the heat. Makes about 2 cups. Mound the shrimp in the center of a platter. Spoon the sauce over the shrimp over rice. Garnish with chopped chives.