Toss the medium shrimp in Cajun seasoning until evenly coated. Heat vegetable oil in a large skillet over medium-high heat, then sauté the shrimp for about 2 minutes until pink and opaque. Remove and set aside.

In the same skillet, reduce heat to medium and add butter. When melted, add equal amount of flour, whisk constantly to avoid lumps, and cook for about 6 to 8 minutes until it turns a nutty color.

Incorporate chopped onion, green bell pepper, celery, thyme, and garlic into the roux. Sauté for 5–7 minutes until the vegetables soften.

Gradually stir in shrimp stock or chicken broth, mixing continuously. Add diced tomatoes, Worcestershire sauce, and bay leaves. Bring to a boil, reduce heat, and let simmer uncovered for about 20 minutes.

Taste and season sauce with salt and black pepper. Stir in shrimp, green onions, parsley, and lemon juice. Heat through for 2-3 minutes.

Serve over a bed of fluffy cooked rice, garnished with additional green onions and parsley.