Add 1 tbsp vegetable oil to the skillet over medium high heat and add 1/2 small finely diced onion, 1/2 red diced bell pepper and 1/2 green diced bell pepper. Sauté for 6-8 minutes or until the peppers and onions begin to soften.
Add 3 cloves grated garlic to the vegetables and cook for another minute or until the garlic becomes fragrant.
Add 2 tsp Old Bay seasoning, 1 tsp smoked paprika, 1 tsp chili powder and 1 tbsp tomato paste and stir to combine. Then add 1 tbsp Worcestershire Sauce and 1/4 cup chicken stock, reduce heat to medium and cook for 5-10 minutes.
Increase heat to medium high and place shrimp on top of the vegetable mixture and cook until the shrimp turns pink on the first side, about 4-5 minutes. Then turn the shrimp to the second side and cook again until the shrimp turns pink.
Remove shrimp to a plate and cover with aluminum foil to keep warm. Add 1/2 cup heavy cream to the sauce and stir to combine.
Return cooked shrimp to the shrimp sauce, increase heat to medium high to warm through for 2-3 minutes.