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Add the shrimp and Cajun seasoning to a bowl and toss to combine. Heat the vegetable oil in a pan over medium-high heat. Add in the shrimp and cook for about 2 minutes until opaque. Remove the shrimp from the pan and set aside.
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Melt the unsalted butter in a large pan over medium heat. Add in the flour. Whisk and cook the flour until it turns into a peanut butter colored paste, about 6-8 minutes. Mix in the onion, red bell pepper, celery, thyme, and Lee Kum Kee Minced Garlic. Cook until the vegetables have slightly softened.
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Slowly pour the shrimp stock into the pan while mixing. Add in the tomatoes, Worcestershire sauce, Lee Kum Kee Panda Brand Oyster Flavored Sauce, and bay leaves. Mix to combine. Heat it over high heat until the mixture comes to a boil. Reduce the heat to low and simmer, uncovered, for 20 minutes.
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Remove the dried bay leaves from the pan. Mix in the lemon juice and shrimp. Cook until the shrimp are heated through. Season with salt and pepper, to taste. Remove the pan from heat.
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Serve with cooked white rice and garnish with chopped parsley. Enjoy!