In a medium-sized nonreactive saucepan, combine the Worcestershire, onions, bay leaves, and lemons, and cook over medium-high heat. Mash the lemons down with the back of a spoon and bring mixture to a boil. Reduce heat to a simmer until mixture becomes slightly thick, about 8 to 10 minutes. Add cream and whisk to blend. Cook 1 minute. Add butter bit by bit, whisking constantly until completely melted and blended into the mixture. Add Creole seasoning and stir to incorporate. Strain sauce through a fine-meshed sieve or colander lined with cheesecloth. Garnish with scallions.