Heat the bacon drippings in a saucepan, and add in the onions and green pepper. Cook until the onions are wilted, and then add in the shrimp. Cook until the shrimp has turned pink. Add in the water, salt and pepper, and simmer for 3 minutes.
Combine the Worcestershire, ketchup and flour; add to the shrimp and blend well. Cook until thickened.