Step 1: Grease a 13- x 9-inch baking dish
Step 2: Preheat your oven to 375°.
Step 3: In a bowl whisk dressing with next 5 ingredients.
Step 4: Place the unpeeled shrimp in the pan; pour the dressing ingredients over the shrimp; toss to coat. Squeeze juice from lemon quarters over shrimp mixture, and stir. Arrange lemon quarters into pan. Sprinkle evenly with parsley; dot with cold butter cubes.
Step 5: Bake for 22-25 minutes, stirring after 15 minutes. Transfer shrimp and the juice to a large serving bowl.
Step 6: Serve with two loaves of crusty bread for dipping into the sauce.
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