1. In a large saucepan, heat 1 tablespoon of the oil over moderate heat. Add the pork and cook until the meat is no longer pink, about 2 minutes.
2. Reduce the heat to moderately low and add the remaining tablespoon oil to the pan. Add the onion, celery, bell pepper, and garlic. Cover and cook, stirring occasionally, until the vegetables start to soften, about 5 minutes. Stir in the cayenne, paprika, oregano, bay leaf, salt, black pepper, and rice. Cook for 1 minute, stirring. Add the broth. Bring to a boil, reduce the heat, and simmer, covered, for 15 minutes.
3. Raise the heat to moderate and stir in the shrimp. Cover and cook for 2 minutes. Remove the pan from the heat and let stand, covered, until the rice and shrimp are just done, about 5 minutes longer. Remove the bay leaf. Stir in the scallions.
Wine Recommendation: These assertive and varied flavors require a simple and fruity red wine, such as Beaujolais. This wine is at its best in its frisky youth; buy the most recent vintage you can find. Luckily, both 1995 and 1996 were terrific years, so your choices are plentiful.