Roasted Shrimp Cocktail with Mustard Dipping Sauce

For the Shrimp:

• 1 lb Shrimp 16/20 count or larger, peeled and deveined
• 1 lemon very thinly sliced
• 2 tablespoons olive oil extra virgin
• kosher salt and freshly ground pepper to taste

For the Whole Grain Mustard Sauce: 

• ¾ cup good quality mayonnaise such as Hellman's
• 2 tablespoons whole grain mustard heaping
• 2 tablespoons minced shallots about 1 small
• 1 tablespoon lemon juice freshly squeezed
• 1 tablespoon fresh parsley minced
• ¼ teaspoon salt
• ¼ teaspoon freshly ground pepper