Preheat oven to 400°.
Melt 8 tablespoons butter in a heavy sauce pan, over medium high heat and add the garlic, lemon juice, lemon rinds, Worcestershire sauce, black pepper, Cajun seasoning and hot sauce. Simmer for 5 minutes over medium low heat.
Add the shrimp and cook for another 3-5 minutes while stirring frequently, until thoroughly cooked.
Melt the remaining 4 tablespoons of butter. Slice the french bread, coat one side with melted butter and sprinkle with the grated cheese. Place on a baking sheet and bake for 3-5 minutes or until the cheese is melted.
Remove the french bread from the oven and serve alongside the BBQ Shrimp.