Preheat the oven to 450 degrees F (230 degrees C). Line a rimmed baking sheet with aluminum foil and lightly spray with cooking spray.
Peel shrimp, leaving tails intact.
Use a paring knife to cut lengthwise down vein side of shrimp, cutting almost but not all the way through the shrimp. Remove the vein and gently press shrimp apart to butterfly it.
Combine shrimp, wine, olive oil, oregano, 1 tablespoon parsley, 1 tablespoon garlic, 1 teaspoon lemon zest, and ¼ teaspoon crushed red pepper, and salt in a bowl; toss to coat shrimp evenly. Let stand at room temperature for at least 10 minutes.
Meanwhile, combine panko, Parmesan cheese, 2 tablespoons melted butter, and remaining 1 tablespoon parsley, 1 tablespoon garlic, 1 teaspoon lemon zest, and ¼ teaspoon crushed red pepper in a small bowl; stir until well blended.
Arrange shrimp in a single layer on the prepared baking sheet. Spoon the panko mixture evenly over the shrimp.
Bake in the preheated oven until shrimp are opaque and topping is golden brown, about 12 to 15 minutes.
Drizzle the remaining 1 tablespoon melted butter over the shrimp.
Serve immediately with lemon wedges.
