Baked Shrimp Scampi

Name: Baked Shrimp Scampi
Ingredients: 2 pounds jumbo (12 to 15 per pound) shrimp - deveined and peeled, tails on or off; 3 tablespoons extra-virgin olive oil - divided; 4 tablespoons lemon juice - divided, plus additional lemon wedges for serving; 2 teaspoons kosher salt - divided; 1/2 teaspoon ground black pepper - divided; 1/4 cup unsalted butter; 4 cloves garlic - minced; 1 small shallot - minced (about 1/4 cup); 2 tablespoons minced fresh parsley; 1/2 teaspoon dried oregano; 1/4 teaspoon crushed red pepper flakes; 1 large egg yolk; 2/3 cup panko bread crumbs - whole wheat if possible