Warm sausages in hot water for 20 minutes, remove and cut into slices. Cut the bacon into fine pieces. Trim celery, rinse, cut into slices. Halve pepperoncini, remove the seeds, rinse and finely chop. Peel onions and garlic and finely chop.
Heat 2 tablespoons olive oil in a saucepan, cook sliced sausage and bacon 5 minutes. Add celery, onions, peppers and the garlic and cook for another 5 minutes, then add the rice and cook briefly and deglaze with chicken broth.
Simmer with the lid closed for about 20 minutes on low heat until the rice is soft. Stir occasionally. Cook the shrimp in the remaining olive oil. Season the jambalaya with salt and pepper. To serve, top with shrimp.