Preheat the oven to 400 degrees F. Grease a rimmed baking sheet with cooking spray.
Thaw your shrimp under cold water, if needed. Make sure both the inner and outer veins (digestive tract) are removed. (Loosen them with a small knife, shrimp tool, or the pointy tip of a metal skewer, then pull them out in one piece with your fingers.) Rinse the shrimp and wash your hands well.
Place the grated Parmesan on a dinner plate and add the garlic powder and paprika.
Wash the lemon and pat it dry. Cut it in half and make zest from one of the halves by using a zester or grater to shave off the yellow part of the skin, adding it to the cheese mixture.
Rinse the parsley and pat it dry. Cut it with scissors or chop it before adding it to the cheese mixture. Toss the cheese mixture with a fork to blend it.
Melt the butter in a microwave-safe measuring cup. (It will make it easier to dunk your shrimp in it.) Set up an assembly line from left to right with the shrimp, the butter, the cheese mixture, and the sheet pan.
Place a few shrimp into the measuring cup with the butter. Take each piece of shrimp out of the butter (grasp it by the tail) and lightly dredge it in the cheese mixture, coating both sides. Place the coated shrimp onto the sheet pan and continue with the rest of the shrimp.
Bake for 10 minutes, or until the shrimp is cooked through but not tough.
Squeeze the juice of half a lemon over the shrimp and serve with bread for dipping in the garlic butter (you can place the pan on the table for informal dinners) or spoon the butter over rice, mashed potatoes or polenta. Store leftover shrimp in the refrigerator for up to three days.
The amount of butter and Parmesan mixture used will depend on how much you coat the shrimp as you go. Have some extra butter and extra ingredients for the Parmesan mixture on hand, in case you find that you need more.