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 to taste, freshly ground
• black pepper to taste, freshly ground

For the Whole Grain Mustard Sauce: 

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