In a medium saucepan, over medium heat, pour in oil and flour to make a roux. Cook together until smooth, stirring constantly, but do not brown.
Stir in onions and saute for 2 minutes. Stir in garlic, celery, bell pepper, bay leaves, lemon juice, tomato paste, tomatoes and shrimp. Add enough water just to cover.
Cook slowly until shrimp are pink and tender; stirring occasionally. Season with salt, pepper, chili powder and hot sauce to taste.
