For sauce: Add Worcestershire and hot sauce to a heavy bottom pot and simmer until reduced by half. Mix cornstarch and water together, and add to boiling sauce. Whisk while sauce thickens and cook on low heat for one minute. Add remaining ingredients, cool, and store.
For shrimp: Heat clarified butter in hot sauté pan and add garlic and shrimp. Sauté until garlic is toasted.
Add the Cajun BBQ sauce and lemon juice, sauté until shrimp are cooked through, about 3-4 minutes. Remove from heat and whisk in whole butter, piece by piece, to avoid breaking sauce.
Divide evenly among four people as an appetizer. Present with one whole green onion laid across, and a hunk of French bread on the side.