In a medium-sized mixing bowl, combine the lime juice, garlic, Worcestershire sauce, and 1 teaspoon salt. Add the shrimp, toss thoroughly and let stand for 5 minutes. Drain, discarding the marinade. Chop the shrimp into bits no larger than ¼ inch. Set aside.
In a large skillet, heat the olive and vegetable oils together over high heat. Add the white onion and cook, stirring, for 1-2 minutes. Add the tomatoes, garlic butter, parsley, thyme, and bay leaves. Reduce the heat to medium and cook, stirring occasionally, for 15 minutes or until the flavors are somewhat concentrated.
Add the shrimp, olives, jalapeños, and pickling juices. Cook, stirring frequently, for 5 minutes or until most of the liquid has evaporated. Taste for salt and add another pinch if desired. Remove the bay leaves.
Serve hot as a first course or as an omelet filling; otherwise, let cool to room temperature before using. This will keep overnight, tightly covered, in the refrigerator, but I prefer to use it at once.