Place shrimp in a 9x13-inch casserole dish. Add olive oil, lemon juice, Worcestershire, and hot sauce; toss to coat. Sprinkle with salt and pepper.
Place butter over shrimp. Smash garlic cloves and add to the pan. Add 6 to 8 juiced lemon halves to the pan. Heat broiler to high.
Place rack 6 inches from heat. Broil shrimp for 10 to 12 minutes, stirring occasionally for even cooking. Remove the pan from the oven.
Using a slotted spoon, remove the shrimp from the dish and place it in a shallow bowl. Carefully strain drippings into a 2-quart saucepan. (discard lemon rinds and garlic) Heat sauce on medium heat. Add cream and whisk. When the sauce is hot, pour over the shrimp.