Preheat the oven to 180 * C.
Peel and devein the shrimps, remove the heads and the shells. Keep the heads and shells to make shrimp broth.
Sprinkle the shrimp with salt, pepper and flour.
Add the olive oil in a bowl and dip the shrimps one by one.
Arrange the shrimps on a baking tray and pour the lemon juice over them.
Cover the shrimps with baking sheet and bake for 5-6 minutes.
Remove the oil and bake on the grill for about 2 to 3 minutes, until golden.
Keep the juices from the pan and add pepper flakes, it is excellent dressing.