Melt the butter and add celery and bell pepper. Cook until soft. Meanwhile, sprinkle the shrimp with Worcestershire sauce and mix cayenne and flour together. Stir shrimp in the flour and add to the butter mixture. Stir and simmer until the shrimp are cooked, about 5 minutes. Season with salt and pepper. Combine with the hot cooked rice and bacon, crumbled with its drippings.