Heat the oven to 450 degrees and position a rack in the middle. Cut the butter into small knobs and spread on a 9-by-13-inch sheet pan; set aside.
While the oven heats, place the shrimp in a medium bowl along with ¼ cup olive oil, 1 teaspoon salt and ½ teaspoon pepper. Zest the lemon on top, quarter the lemon, then squeeze in about 2 tablespoons lemon juice (reserve the remaining lemon for later). Mix to combine, then set aside.
In another medium bowl, combine the bread crumbs, parsley, garlic, oregano, 1 ¼ teaspoons salt and 1 ¼ teaspoons pepper. Add the remaining 2 tablespoons of olive oil and mix with a fork to combine.
Set the sheet pan in the oven and heat just until the butter has melted, about 2 minutes. Carefully remove the hot baking sheet, setting it on a flat surface, then add the wine and swirl the pan to blend it with the butter.
Place the shrimp onto the hot pan in an even layer. Pour any remaining marinade over shrimp. Generously sprinkle the bread crumb mixture over each of the shrimp, allowing the excess to pool underneath as well.
Bake on the middle rack for about 6 minutes, until shrimp are pink and cooked through. Turn the oven to broil for 2 minutes to brown the bread crumbs. Remove from the oven and squeeze the juice from the remaining lemon wedges over the shrimp.
Enjoy the shrimp hot, spooning the pan juices and bread crumbs from the pan alongside.
