Begin by setting a large skillet over medium heat and adding 4 tablespoons of butter. Once melted, toss in finely minced onion and sauté for about 4 minutes until the onion becomes translucent and fragrant.

Next, introduce minced garlic to the skillet and continue to cook for an additional minute.

Stir in 1 tablespoon of Cajun seasoning, along with Worcestershire sauce, chicken broth, and heavy cream. Bring this mixture to a gentle boil, then reduce the heat and let it simmer for around 9-10 minutes.

While the sauce simmers, toss the jumbo shrimp in a bowl with a drizzle of olive oil and the remaining Cajun seasoning. Spread the seasoned shrimp evenly on a baking sheet and bake them in a preheated oven at 400°F for about 9-10 minutes.

Once the shrimp are done, spoon the creamy Cajun sauce generously over a bed of fluffy cooked rice. Garnish with chopped green onions and lemon wedges.