Thaw shrimp, if frozen. Preheat oven to 400 degrees F.
In a medium saucepan, melt butter over medium heat. Stir in flour, curry powder, paprika, and nutmeg. Gradually stir in half-and-half. Cook and stir until thickened and bubbly. Cook and stir for 1 minute more. Stir in shrimp, sherry (if desired), lemon juice, ginger, and Worcestershire sauce; heat through. Transfer to an ungreased 2-quart casserole.
Bake, uncovered, about 15 minutes or until heated through and lightly browned. Serve with hot cooked rice. If desired, pass chutney, orange peel, coconut, and/or peanuts. Makes 8 servings.