Prepare your fresh Gulf shrimp and vegetables by slicing one lemon and zesting and juicing another lemon into a measuring cup. Slice the sweet onion.

In the measuring cup, whisk together olive oil, white wine vinegar, lemon juice and zest, Creole seasoning, salt, minced garlic, sugar, mustard seeds, red pepper flakes, and Worcestershire sauce. Mix well.

Layer your ingredients in wide-mouth jars, starting with onion slices, then lemon slices, and finally adding the shrimp, tucking in bay leaves.

Pour the marinade over the layered ingredients, ensuring shrimp are submerged.

Turn the jars over several times to distribute the marinade evenly. Refrigerate overnight to marinate.

After marinating, serve chilled either directly from the jars or on toasted baguette slices.