Heat the oven to 350 degrees F.
Melt the butter in a medium (12-inch) heavy skillet over medium-low heat. Add the garlic and cook gently until aromatic, about 5 minutes.
Empty the skillet into a glass or ceramic 9 by 13 inch dish. Add olive oil, mustard, Worcestershire, Tabasco, cayenne, lemon and orange slices, and scallions and stir to combine. Add the shrimp and wine, sprinkle generously with salt and pepper, and toss to coat. Bake, stirring every 5 minutes or so, until the shrimp are firm and bright pink, about 20 minutes (this will depend on the size of the shrimp you use). Add the chopped herbs. Season with more salt, if necessary. Serve immediately.