Heat a large skillet or medium Dutch oven over medium-high heat. Add shrimp and sear for 1 minute. Remove and set aside on plate.
Reduce heat to medium, and add butter. Add onion, bell pepper, celery and garlic. Sauté veggies until tender and slightly browned. Stir in salt, cayenne pepper and smoked paprika. Whisk in flour, and whisk until dissolved.
Add stock, diced tomatoes, Worcestershire sauce and thyme sprigs. Stir together, then add bay leaves. Simmer for 30 minutes, stirring occasionally.
Remove bay leaves as many sprigs of thyme as possible. Taste and add more salt if you feel it needs it. Add shrimp, and continue to simmer for no longer than 2 minutes.
Serve with white rice, garnished with the optional fresh parsley.