Preheat the oven to 425°F.
Peel, de-vein, and butterfly the shrimp, leaving the tails on.
Place the shrimp in a mixing bowl and toss gently with the olive oil, wine, 2 teaspoons salt, and 1 teaspoon pepper. Allow to sit at room temperature while you make the butter and garlic mixture.
In a small bowl, mash the softened butter with the garlic, shallots, parsley, rosemary, red pepper flakes, lemon zest, lemon juice, egg yolk, panko, 1/2 teaspoon salt, and 1/4 teaspoon of pepper until combined.
NOTE: I used every one of these ingredients, and didn't regret it. The red pepper flakes gave so much flavor, but wasn't too hot at all.
Starting from the outer edge of a 14-inch oval gratin dish, arrange the shrimp in a single layer cut side down with the tails curling up and towards the center of the dish.*
*NOTE: You can also serve these in individual gratin/ramekin dishes.
Pour the remaining marinade over the shrimp. Spread the butter mixture evenly over the shrimp.
NOTE: At this point, you can keep this refrigerated for a few hours, until your guests arrive.
Bake for 10 to 12 minutes until hot and bubbly. If you like the top browned, place under a broiler for 1 minute. Serve with lemon wedges.