Place shrimp in a large heavy ovenproof skillet or pan.
Sprinkle with the peppers, Creole Seasoning, Worcestershire Sauce, and garlic. Dot with one stick of the butter. Place in the oven. Cook for about 2 minutes, turn shrimp and cook for another 2 minutes. Remove to the top of the stove and continue to cook for another 4 minutes, or until shrimp are done, tossing lightly over medium-high heat. Do not overcook. Take off the heat, stir in the juice of the lemons and the water. Then stir in the other stick of butter, cut into pieces. Stir until butter is melted.
Serve with soft sourdough bread for dipping in the sauce.