2 pounds (12 to 15 per pound) shrimp in the shell
3 tablespoons good olive oil
2 tablespoons dry white wine
Kosher salt and freshly ground black pepper
12 tablespoons (1 1/2 sticks) unsalted butter, at room temperature
4 teaspoons minced garlic (4 cloves)
1/4 cup minced shallots
3 tablespoons minced fresh parsley leaves
1 teaspoon minced fresh rosemary leaves
1/4 teaspoon crushed red pepper flakes
1 teaspoon grated lemon zest
2 tablespoons freshly squeezed lemon juice
1 extra-large egg yolk
2/3 cup panko (Japanese dried bread flakes)
Lemon wedges, for serving
Preheat the oven to 425 degrees F.
Peel, devein, and butterfly the shrimp, leaving the tails on. Place the shrimp in a mixing bowl and toss gently with the olive oil, wine, 2 teaspoons salt, and 1 teaspoon pepper. Allow to sit at room temperature while you make the butter and garlic mixture.
In a small bowl, mash the softened butter with the garlic, shallots, parsley, rosemary, red pepper flakes, lemon zest, lemon juice, egg yolk, panko, 1/2 teaspoon salt, and 1/4 teaspoon of pepper until combined.
Starting from the outer edge of a 14-inch oval gratin dish, arrange the shrimp in a single layer cut side down with the tails curling up and towards the center of the dish. Pour the remaining marinade over the shrimp. Spread the butter mixture evenly over the shrimp. Bake for 10 to 12 minutes until hot and bubbly.