1. Preheat oven to 450 degrees. In a heavy-bottomed ovenproof saucepan, melt butter; add oil, stirring to combine. Add garlic, bay leaves, rosemary, basil, oregano, salt, cayenne pepper, paprika, black pepper, and lemon juice. Cook over medium heat, stirring constantly, until the sauce begins to boil. Reduce heat to low, and simmer, stirring frequently, 7 to 8 minutes. Remove from heat, and let stand at room temperature for at least 30 minutes.

2. Add shrimp, and stir to combine. Return to heat, and cook shrimp over medium heat until the shrimp turn pink, 6 to 8 minutes. Transfer saucepan to oven, and bake for 8 minutes. Remove from oven, and serve immediately with crusty baguette.