Step 1Peel and devein shrimp. Set aside in a medium bowl. Combine cayenne pepper, black pepper, salt, thyme and rosemary and rub into shrimp.
Step 2Melt butter in a large skillet over medium-high heat. Add garlic and Worcestershire sauce and cook, stirring, until garlic is very fragrant, about 1 minute. Add shrimp and saute, turning shrimp once or twice until they are pink, about 2 to 3 minutes.