Season the shrimp with Creole seasoning and cracked black pepper. Heat 1 tablespoon of the oil in a large pot over high heat. When the oil is hot, add the onions and garlic and sauté for 1 minute. Add the reserved shrimp shells, the remaining 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. Heat the remaining 1 tablespoon of oil in a large skillet over high heat. When the oil is hot, add the seasoned shrimp and sauté them, occasionally shaking the skillet, for 2 minutes. Add the cream and all of the barbecue base. Stir and simmer for 3 minutes. Remove the shrimp to a warm platter with tongs and whisk the butter into the sauce. Remove from the heat. Makes about 2 cups.
Spoon the grits in the center of each plate. Place the shrimp around the grits. Spoon the sauce over the shrimp and around the plate. Garnish with chopped chives.