Melt butter in a large, shallow baking pan. Add 1 1/2 squeezed lemons and everything except shrimp. Let simmer 5 minutes.
Shell, clean and wash shrimp (leave shells on) and place in pan, and baste.
Grill over hot coals until shrimp are pink on top, 5 minutes.
Turn shrimp, salt and pepper lightly, and grill 3 more minutes.
Squeeze 1/2 lemon and a few dashes Worcestershire on top and serve with French bread for dipping that great sauce.