In a medium heavy saucepan cook onion, bell pepper, celery, and garlic in oil, covered, over moderately low heat, stirring, until celery is softened, about 10 minutes. Add tomatoes and juice, thyme, and cayenne and simmer, uncovered, stirring, until mixture is very thick, about 20 minutes. Season with salt and pepper. Sauce may be made 1 day ahead and chilled, covered.
Stir in shrimp and cook sauce, stirring, until shrimp are cooked through, the liquid they give off is evaporated, and the sauce is thickened.
Preheat oven to 500 deg. F.
Sprinkle cornmeal on an oiled 14-inch black steel pizza pan or black steel baking sheet. Roll out dough on a lightly floured surface into a 14-inch round and fit into pan. Sprinkle dough with half of mozzarella and top with shrimp Creole, spreading mixture evenly, and remaining cheese.
Bake pizza in lower third of an electric oven or on floor of a gas oven 10 minutes, or until crust is golden.