Melt the butter with the bay leaf in a pan or in a bowl in the microwave for 1 min. Add the shrimps, mace, a good pinch of cayenne pepper, the lemon juice and some seasoning. Mix everything together well.
Tip the mixture into a shallow soufflé or gratin dish, or a jar, put the bay leaf on top and sprinkle with a pinch extra cayenne. Chill for at least 2 hrs, or up to 3 days before serving.