In a medium saucepan, heat 1 tablespoon of the canola oil. Add the shallot and garlic and cook over moderate heat, stirring occasionally, until softened, about 3 minutes. Stir in the wine and thyme and cook until reduced by half, about 2 minutes. Add the Worcestershire sauce and broth and cook until reduced to ½ cup.
In a large skillet, heat the remaining 2 tablespoons of canola oil. Season the shrimp with salt and pepper. Cook over moderately high heat, turning once, for 2 minutes total. Stir in the sauce and cook, stirring, until thickened, about 2 minutes. Stir in the butter until incorporated and season with salt.
Transfer the shrimp to a platter and garnish with scallions.
