Peel and clean the shrimp. Pat them dry with a paper towel.
Season the shrimp with just a pinch of salt and black pepper.
Heat the olive oil in a large, deep skillet over medium heat. Add the onions and cook for approximately 3 minutes until they start to soften, stirring frequently.
Add the garlic, paprika, Cajun seasoning, and cumin to the skillet, stir to mix well. Cook for 1-2 minutes, stirring frequently.
Add the white wine and cook for about 1-2 minutes while stirring and gently scraping any bits from the bottom of the skillet.
Add the tomato sauce, water, Worcestershire sauce, hot sauce and the bay leaf to the skillet, stir. Bring the sauce to a simmer, lower the heat to medium-low to low, cover and cook at a gentle simmer for 25-30 minutes. Stir occasionally.
If the sauce is simmering too vigorously, lower the heat a bit, if it isn’t up to simmer raise the heat a bit.
Remove the bay leaf from the sauce and discard.
Raise the heat to medium-high, and bring the sauce to a boil. Add the shrimp to the sauce, stir and cook uncovered for approximately 5 minutes.
The shrimp are cooked through when they are pink, opaque and curled. Avoid overcooking as they’ll get rubbery.
Taste the sauce and add more salt and pepper, if needed.
Garnish the camarones enchilados with the chopped parsley and serve over a bed of white rice, or serve with bread.