Bring water and a pinch of salt to boil. Add rice and cook for 10 minutes.
Meanwhile, heat butter in medium pan and add onion, cooking slowly until transparent but not brown. Stir in 3 teaspoons curry powder, then add shrimp and cook over low heat for 5 minutes. Pour in brandy and flame. Repeat with sherry. Stir in 1/2 cup whipping cream and blend. Stir in 1 teaspoon Worcestershire sauce and simmer for 5 minutes, until ready to serve.
After rice has cooked for 10 minutes, drain it into a sieve. Place sieve over a pot of shallow hot water, on stove, cover, and steam rice for 8 minutes. Spoon rice into large mixing bowl and mix in piccalilly, gherkins, diced peppers, mayonnaise, and 1 tablespoon whipping cream. Add 1 teaspoon curry powder and 1 teaspoon Worcestershire. Season with salt and pepper.
Serve curry shrimp in center of platter, surrounded by rice. Decorate with bell peppers.