Preheat the oven to 350 degrees.
On a foil-lined baking sheet place all of the frozen or fresh shrimp.
Drizzle the shrimp with olive oil, and then the seasoning of your choice.
Next, move the shrimp around so that all of them are coated.
Slice 2 of the lemons and lay them out across the sheet pan with the shrimp.
Next cut the 3rd lemon in half, and squeeze both halves over the top of the shrimp. You can also use a handheld squeezer, if you prefer not to get the seeds in the shrimp.
Place them into the oven at 350 degrees for about 15 minutes.