Preheat oven to 350 degrees. Grease a baking pan with butter.
Arrange shrimp in the pan, and bake in oven for 10 minutes, until shrimp
Remove from oven, season with salt and pepper, and sprinkle lemon juice
over them. Cover shrimp with the white sauce, and top with the Parmesan
Return to oven for 3 to 5 minutes, until the cheese bubbles and the top is
lightly browned. Serve immediately.
Melt the butter in a heavy saucepan over low heat. Add the flour, and
continue to cook gently for about 5 minutes, stirring constantly. Be sure not to
overheat or brown.
Reduce the heat, and add the broth or milk slowly while whisking
constantly. Bring to a simmer, and continue to cook, stirring constantly, for
about 3 to 5 minutes, or until sauce thickens and is thoroughly smooth. Add
salt to taste and serve immediately on the side or pour over food .