Preheat the oven to 425 degrees F.
Peel, devein, and butterfly the shrimp, leaving the tails on.
Place shrimp in a mixing bowl and toss with the olive oil, wine, 2 teaspoons salt, and 1 teaspoon pepper. Let sit.
In another bowl, mash butter, garlic, shallots, parsley, lemon zest, lemon juice, egg yolk, panko, 1/2 teaspoon salt, and 1/4 teaspoon of pepper until combined.
Lay shrimp in a baking dish in a single layer cut side down with the tails curling up and towards the center of the dish.
Pour the rest of the marinade over the shrimp.
Spread the butter mixture evenly over the shrimp.
Bake for 10 to 12 minutes until hot and bubbly.
To brown you can broil 1 min if desired.
Serve with lemon wedges.