1. Combine first 4 ingredients in a small saucepan over medium heat; bring to a simmer. Cover and remove from heat.
2. Melt 1/4 cup butter in a medium saucepan over medium heat. Lightly spoon flour into a dry measuring cup; level with a knife. Add flour to pan; cook 8 minutes or until very brown, stirring constantly with a whisk. Remove from heat. Add 1 cup broth mixture to pan; stir with a whisk until smooth. Add remaining 3 cups broth mixture, stirring with a whisk until smooth; set aside.
3. Melt remaining 1 tablespoon plus 1 teaspoon butter in a large Dutch oven coated with cooking spray over medium-high heat. Add 1 1/2 cups onion, celery, and bell peppers to pan; cook 10 minutes or until vegetables are tender and onion is golden brown, stirring occasionally. Stir in 3/4 cup water, scraping pan to loosen browned bits. Add tomato paste, Cajun seasoning, garlic, salt, black pepper, and red pepper to onion mixture; cook 1 minute, stirring constantly. Add reserved broth-flour mixture and Worcestershire sauce to pan, stirring well to combine; bring to a simmer. Cook 10 minutes, stirring occasionally. Add green onions, 1/4 cup parsley, and shrimp; cook 3 minutes or until shrimp are done. Discard bay leaf. Serve over rice. Sprinkle each serving with 2 teaspoons remaining parsley, if desired.
Wine note: A traditional Shrimp Étouffée is fabulous with something cold and bold that can refreshingly stand up to the spices. A great choice is a dry rosé from Spain; these wines are a fabulous foil for Cajun dishes. I love El Coto Rosado from Rioja. The 2006 is $13. —Karen MacNeil