Preheat oven to 400°. Place the first 7 ingredients in a 13x9-in. baking dish. Place dish in oven until butter is melted, 3-5 minutes. Add shrimp. Bake, uncovered, until shrimp turn pink, 12-15 minutes, stirring halfway through cooking. Meanwhile, cook rice according to package directions.
Discard rosemary; stir in cream. Serve shrimp mixture with rice and, if desired, hot pepper sauce.