Peel and devein the shrimp but leave the tail intact.
Rinse the shrimp and shake off excess water.
Add shrimp, olive oil, Old Bay, and kosher salt to a large bowl. Gently stir until shrimp is well coated.
Prepare a large sheet pan by lining with aluminum foil and spraying with non-stick spray.
Place shrimp on baking sheet in a single layer.
Roast in a 400 degree preheated oven for 10 minutes or until shrimp is pink and opaque.
Serve with Comeback Sauce and lemon slices.