Rinse shrimp, still in their shells and drain well. Spread the shrimp in a single layer onto a large rimmed baking pan. Carefully pour sauce evenly over all shrimp, coating them well. Sprinkle extra Cajun seasoning over shrimp if desired. Place lemon slices over shrimp. Bake for a total of 16 minutes, turning and stirring the shrimp once after the first 8 minutes. Served with toasted French bread for dipping in the sauce.