Peel and devein the shrimp.
Add the rest of the ingredients to oven safe skillet, stir and let simmer for 5 to 10 minutes.
Remove skillet from the heat and let cool for a couple minutes.
Add the shrimp and toss it around so that it's fully immersed in the sauce.
Cover with foil and refrigerate for at least 30 minutes to 4 hours.
Preheat oven to 400℉.
Remove the foil and bake shrimp for 10 to 15 minutes.
Serve immediately with crusty French bread and drizzle with additional lemon juice as needed.
