In large saucepan, bring 1 quart water to boil. Add lemon slices, black pepper and shrimp; reduce heat; simmer uncovered for 3 minutes. Drain shrimp, reserving 1 cup cooking liquid. In the same sauce pan, saute bacon over low heat until crisp. Remove; drain on paper towel; crumble. To bacon fat, add butter, garlic, onion, green peppers, parsley and celery; cook, stirring about every 5 minutes until vegetables are tender. Add reserved shrimp liquid, bacon, tomatoes, tomato paste, Tabasco sauce, Bay leaf and thyme Bring to a boil. Simmer about 1 hour, or until a little thick. Add shrimp. Add file powder last. Serve over white rice.
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