In a medium-sized skillet over medium-high heat, add the olive oil. Once hot, add the diced bell pepper, onion, and celery. Cook until the vegetables are tender, about 5 minutes.
Stir in the stewed tomatoes, tomato sauce, chicken broth, chili powder, and Worcestershire sauce. Bring the mixture to a simmer.
Add the shrimp to the skillet, cover, and let simmer for 5-7 minutes until the shrimp are pink and cooked through.
In a small bowl, mix together the cornstarch and water to create a slurry. Stir this into the skillet and cook for an additional 1-2 minutes to thicken the sauce.