Quick to make and spectacular to serve -- that's this entree. The shrimp are simply roasted in salt, which keeps them juicy.
Preheat oven to 450 degrees. Combine salt, finger peppers, lemons, garlic, cinnamon, cloves, and peppercorns in a 3-quart baking dish. Roast until hot and fragrant, about 15 minutes. Spoon two-thirds of salt mixture into a heatproof bowl. Layer shrimp into baking dish, spooning salt mixture from bowl over shrimp in between layers, then sprinkling shrimp with remaining salt mixture.
Roast until shrimp are firm to the touch and just opaque throughout, 13 to 17 minutes. Carefully remove a few lemon wedges; brush off excess salt and squeeze lemon juice into butter, then add pepper slices. Serve shrimp immediately, with butter on the side.
To remove the veins from shell-on shrimp, use kitchen shears to snip through the shell and flesh along the back, beginning just below the head and ending at the tail. Remove the vein with a toothpick or the tip of a paring knife.