Preheat oven to medium. Put bread crumbs in a bowl and mix with enough olive oil to moisten well. Add lemon juice and salt and pepper to taste. Stir in parsley. Roll shrimp in mixture til well coated.
Layer shrimp in an oiled casserole and spread a little of the leftover bread crumbs on the top. Sprinkle with olive oil and bake for about 5 minutes or til crumbs form a golden crust. Put under broiler briefly to brown. Serve with lemon wedges.