Peel the shrimp, leaving only their tails attached. Reserve the shells, sprinkle the shrimp with 1 tablespoon Creole Seasoning and 8 turns of the black pepper. Use your hands to coat the shrimp with the seasonings. Refrigerate the shrimp while you make the sauce base and biscuits.
Heat 1 tablespoon of the oil in a large pot over high heat. When the oil is hot, add the onions and garlic and sautÈ for 1 minute. Add the reserved shrimp shells, the remaining 1 tablespoon Creole Seasoning, the bay leaves, lemons, water, Worcestershire, wine, salt, and the remaining 8 turns 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 barbecue sauce base.
Prepare the Buttermilk Biscuits, and keep warm.
Heat the remaining 1 tablespoon of oil in a large skillet over high heat. When the oil is hot, add the seasoned shrimp and sautÈ them, occasionally shaking the skillet for 2 minutes.
Add the cream and all of the barbecue base. Stir and simmer for 3 to 5 minutes. Remove the shrimp to a warm platter with tongs and whisk the butter in the sauce. Remove the from the heat. Makes about 2 cups.
To serve 4, allow 1/2 cup of sauce, about 10 shrimp, and 3 biscuits each; for 6 servings, 1/3 cup sauce, about 7 shrimp and 2 biscuits.