Prepare bread by cutting off ends of rolls or baguettes. Hollow out bread using spoon or fingers. Set hollowed-out bread aside.
Cut one lemon into thin slices. Cut other lemon into wedges. Set lemons aside.
Heat skillet over medium heat. Once pan is hot, add butter and melt completely.
Add olive oil, garlic, black pepper, Worcestershire sauce, paprika (optional), dried thyme, hot sauce, salt, and lemon slices to skillet with melted butter. Stir well and simmer over medium heat 2 to 3 minutes.
Add peeled shrimp to skillet. Stir to coat shrimp and cook 2 to 3 minutes or until shrimp turn pink and are just cooked through.
Spoon cooked shrimp into hollowed-out bread and drizzle with extra butter sauce. Serve warm with lemon wedges. Alternately, serve shrimp in skillet or serving dish, with lemon wedges and bread on side.