Peel and devein shrimp, leaving tails intact. Combine 1 T olive oil, melted butter, onion, worcestershire, lemon juice, wine, garlic, Old Bay, parsley & pepper in a bowl. Toss with shrimp to coat. Cover & refrigerate until ready to cook.
Preheat a grill or your oven's broiler. Make sure steaks are at room temperature. Coat steaks with 2 t olive oil and your favorite steak seasoning.
Grill or broil steaks to you liking (see cook's notes below). Place steaks on a platter & tent loosely with foil to rest. Grill or broil shrimp for 2-3 minutes on each side. Serve shrimp along side steaks with your favorite sides.