Stir together the butter, Worcestershire sauce, lemon juice, pepper, hot sauce, garlic, and salt. Pour half this mixture into a large heatproof dish.
Layer half the shrimp and half the lemon slices in the dish; then form a second layer with the remaining shrimp and lemon slices, and pour remaining sauce into the dish.
Bake, uncovered, for 20 minutes, or until the shrimp are pink, stirring twice. Pour off the sauce into individual serving dishes. Serve the shrimp with plenty of French bread for dipping in the spicy butter sauce.