For the shrimp: Combine the lime juice, garlic, oregano and cumin in a bowl and mix well. Add the shrimp and toss to coat. Sprinkle with salt and pepper. Marinate, covered, in the refrigerator for 30 minutes. Stir occasionally.
For the stew: Heat the olive oil in a large heavy saucepan or Dutch oven over medium-high heat. Saute the onions, peppers, celery, 2 T. of the cilantro, cayenne pepper, oregano, cumin and bay leaf in the hot oil for 5 minutes or until onions start to brown. Stir in the tomato paste. Saute for 1 minute longer.
Add the wine and water to the vegetable mixture and mix well. Simmer for 5 minutes or until slightly thickened, stirring frequently. Stir in the undrained shrimp. Simmer for 5 - 6 minutes or until shrimp turn pink, stirring occasionally. Discard the bay leaves. Stir in Worcestershire sauce. Season with salt and pepper. Ladle the stew into a serving bowl over cooked white rice. Sprinkle with chopped cilantro.