Preheat Oven To 425 Degrees. Whisk Together Olive Oil, Pastis, Garlic, Fennel And Parsley. Pour Over The Shrimp And Toss To Coat. Season With Salt And Pepper. Transfer Shrimp To A Baking Dish, Large Enough To Form A Single Layer. Tuck The Lemon Slices Among The Shrimp. Bake For 5 Minutes, Flip And Bake For Another 5 Minutes Or Until Pink. Serve With Bread To Soak Up The Sauce.