Preheat oven to 400 degrees F. In an 8×8 glass baking pan combine olive oil, lemon zest and thyme. Olive oil should coat the bottom of the pan. Season with salt and pepper. Bake in oven for 10-12 minutes, checking every few minutes, if it looks like it is getting too brown remove and proceed to next step.
Remove pan from oven, , add shrimp, garlic and the thin sliced lemons (don’t squeeze them), toss to coat with oil mixture. Bake for 8-10 more minutes or until shrimp turn pink and just start to curl, check often.
Recipe typically calls for 1/4 cup of olive oil, but reduced to 1/8 to reduce 120 calories.