Preheat the oven to 425 degrees. Coat a baking dish with cooking spray.
Arrange shrimp in a single layer in a 13 x 9-inch baking dish. Combine lemon juice, olive oil, Worcestershire sauce, and minced garlic; pour over shrimp. Season the shrimp with sea salt and freshly cracked pepper, to taste.
Place into the oven and bake for 8 to 10 minutes or until shrimp are done. Sprinkle parsley over shrimp; serve immediately.