HEAT oil in Dutch oven or large heavy saucepan on medium-high heat. Add ham, onions and green peppers; cook and stir until vegetables are crisp-tender.
ADD tomatoes with their liquid, the beef broth, rice, mustard, Worcestershire sauce, garlic and thyme; mix well. Bring to boil. Reduce heat to medium-low; cover. Simmer 25 min., stirring occasionally.
STIR in shrimp; cook 10 min. or until shrimp are cooked through. Add black pepper; mix well.