1. Peel the shrimp, removing the shells, heads, and the dark vein running along the back. Rinse them and drain well. Pat them dry with a paper towel.
2. To make the "Bloody Mary" shrimp, first preheat the grill to high heat. Alternatively, you can cook them in a pan. Pour the olive oil into a pan and once hot, add the shrimp.
3. Season them with salt and pepper. Leave them for 2-3 minutes, turn them over, season the other side, and let them cook until they change color. No longer. As soon as you take them off, drizzle with lemon juice.
4. Whisk all the ingredients for the sauce together. Spread a little sauce on the toasted baguette slices and place the shrimp on top. Sprinkle with parsley.
5. If you prefer, place the shrimp on top of the baguette slices, sprinkle with salt and parsley, and serve the Bloody Mary sauce in a small bowl on the side.