To make cleanup easier, bake in a disposable foil pan. If you transport the lemon wedges in the marinade, it's okay to bake them with the shrimp.
Place shrimp in a 13- x- 9-inch pan; top with lemon wedges and bay leaves.
Stir together butter and next 6 ingredients. Pour over shrimp.
Bake, uncovered, at 400° for 35 minutes or until shrimp are pink, stirring every 10 minutes. Discard bay leaves. Serve with bread and lemon wedges.
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