In a medium bowl, toss the shrimp with half of the cracked pepper, 1 tsp. of the Creole seasoning, and the rosemary until evenly coated. Cover and refrigerate until ready to use.
Heat 1 Tbsp. of the oil in a 12-inch skillet over high heat. Add the shrimp shells and heads and the remaining 1/2 Tbsp. pepper and 1 tsp. Creole seasoning, and cook, stirring a few times, for 3 minutes. Add the wine, water, Worcestershire, lemon juice, onion, garlic, and hot sauce. Bring to a boil, reduce the heat to a simmer, and let gently bubble for 45 minutes. Strain through a coarse strainer; you should have about 1 cup of barbecue base.
Heat a 14-inch skillet over high heat. Add the remaining 2 Tbsp. oil and then the shrimp; cook for 2 minutes, searing on both sides. Pour in the barbecue base, reduce the heat to medium, and simmer until the shrimp are cooked through, about 1 minute. Remove from the heat; whisk in the butter, 1 piece at a time, not adding another until the previous piece is fully incorporated in the sauce.
Transfer the shrimp to a serving platter or small individual plates. Spoon the sauce over the shrimp, and serve immediately with the Jalapeño Biscuits.