Step #1 Place the unpeeled shrimp in a greased 13 x 9-inch baking dish, then top this with lemon wedges from 1 lemon & bay leaves.
Step #2 In a bowl mix butter with ketchup, rosemary, garlic, Old bay seasoning, Worcestershire sauce, thyme & black pepper; pour over the shrimp, then toss to coat.
Step #3 Bake uncovered in a 400F degrees for 30-35 mins or until the shrimp is no loger pink, stirring every once in awhile.
Step #4 Serve with crusty bread & more lemon wedges.