Preheat the oven to 400 degrees.
For the mayonnaise:
In a food processor or blender, combine the egg, mustard, hot sauce, lemon juice, Worcestershire, salt, black pepper and red pepper flakes. Process until smooth, about 30 seconds. With the motor running, pour in the oil in a slow, steady stream. The mixture will thicken. Refrigerate until ready to use.
For the shrimp:
Season the shrimp with the salt and black pepper. Put the shrimp in a baking dish and spread the mayonnaise over them. Bake on the top rack of the oven until the mayonnaise is golden brown, about 10 minutes. Garnish with the green onions and serve warm.
Makes about 6 appetizer servings