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Step 1
Preheat the oven to 425 degrees.
Step 2
Toss the shrimp and lemon slices with olive oil, salt, and pepper. Transfer to a sheet pan and spread out into an even single layer. Roast for about 8 minutes, or until the shrimp have just turned pink and opaque.
Step 3
While the shrimp cook, make the mustard sauce. In a medium bowl, whisk together the mayonnaise, Maille Old Style Whole Grain Mustard, shallots, lemon juice, parsley, salt and pepper. Taste and adjust seasoning as desired. Transfer to a serving bowl. Sauce can be made up to 2 days in advance, cover and refrigerate prior to serving.
Step 4
Place shrimp and lemon slices on a serving platter along with the Whole Grain Mustard Sauce on the side. Garnish with a parsley sprig, and serve.