Make sure the length of the back of the shrimp is cut just enough to break the shell and devein the shrimp.
Bring a large saucepan of generously salted water to boil. Add the lemon juice of the lemons to the water and then place the lemon halves into the saucepan (continuing to add flavor to the water that will season the shrimp). Return water to boil. Add shrimp, reduce heat, and simmer until cooked through, about 3 minutes.
Transfer to a boil of ice water to stop the cooking, and let cool. Drain and pat dry.
Shrimp can be prepared a day ahead if necessary (cover and chill in the refrigerator) or served immediately after step 3.
Just before serving, mix olive oil and chopped parsley. Toss the shrimp in the mixture and coat.