Rinse, clean and drain shrimp. Set aside.
Place large sauce pan on medium high heat, Once sauce pan becomes hot, add the butter.
After the butter has melted, add the garlic to the pan, and cook for a few seconds until garlic has softened. Be careful not to burn the garlic.
Next add the black pepper, Cayenne pepper, and creole seasoning to the pan. Mix all of the ingredients together.
Now add the water, white wine, Worcestershire sauce, and bay leaf to the pan. Stir ingredients. Place temperature to medium. Let mixture cook for seven to ten minutes or until sauce has thickened and almost decreased by half.
Then, add the butter and shrimp to the pan. Cook for about five minutes until the shrimp have become pink and the butter has melted. Stir the mixture to combine.
Remove the pan from the heat cooking source, cover the pan with a lid, and the shrimp mixture sit for about five minutes to allow the flavors to combine and the shrimp to absorb the flavor.