This dish gets lots of flavor from fresh cilantro, garlic, and shallot.
Squeeze juice from 1 lemon into a small bowl. Add cilantro, garlic, shallot, 1/4 cup olive oil, salt, and pepper. Combine, and set aside.
Using a paring knife, split each shrimp down the back, cutting just enough to expose the vein. Remove veins, leaving shells and tails intact.
Fill the spaces between the shells and flesh with cilantro mixture.
Cut second lemon into 8 wedges. Heat 2 teaspoons olive oil in a large skillet over medium-high heat. Arrange 8 shrimp and 4 lemon wedges in skillet; saute until shrimp is pink and opaque, about 3 to 4 minutes per side. Remove from pan, and set aside. Repeat with remaining shrimp and lemon, adding remaining 2 teaspoons olive oil. Pour white wine into empty skillet. Using a wooden spoon, scrape up any cooked-on bits; cook over medium-high heat until reduced by half, about 1 minute. Pour sauce over shrimp, and garnish with cilantro.