Preheat oven to 325°. Place shrimp in a shallow aluminum foil-lined broiler pan. Stir together butter and next 8 ingredients in a saucepan over low heat until butter melts; pour over shrimp. Bake 25 minutes, stirring and turning shrimp after 10 minutes. Serve with French bread.
Bay leaves are an integral seasoning in Cajun and Creole cooking. However, when left whole, as in this recipe, they should not be eaten. For testing purposes only, we used A Taste Of Thai Garlic Chili Pepper Sauce, which is found on the international or Asian aisle of the supermarket.