Immerse scampi in cold water until they are partially thawed to make them easier to cut.
Using a knife on the shell side, cut each scampi down to the tail to split it butterfly style, then remove the vein under cold water.
Place scampi on baking sheet and brush with our garlic, shallot and white wine butter or olive oil.
Preheat oven to 425°F.
Bake on middle rack for approximately 8 minutes.
Sprinkle with a little lemon juice and/or breadcrumbs, if desired.