How to Make BBQ style New Orleans shrimp

It says BBQ, but you can make this dish on your stovetop! For this Cajun classic, you will need: 2 1/2 pounds head-on shrimp, 3/4 cup extra virgin olive oil, 1/2 cup chardonnay, 1 teaspoon crushed red pepper flakes, 2 teaspoons lemon pepper, 2 tablespoons minced garlic, 2 teaspoons granulated garlic, 1 tablespoon dried oregano, 4 tablespoons fresh rosemary leaves, 2 tablespoonsn Worcestershire sauce, 2 bay leaves, 3/4 cup heavy cream, salt and pepper.