It is important to realize that the head-on shrimp are best used when barbecuing. In Cajun country, it is a must to suck the heads of the butter-garlic flavored, cooked shrimp. Preheat oven to 375 degrees F. In a heavy-bottomed sauté pan, heat butter and olive oil over medium-high heat. Combine all remaining ingredients and blend well into butter mixture. Cook 1 to 2 minutes. Place head-on shrimp in a large baking pan with a 1-inch lip. Pour melted butter mixture on top of shrimp, coating as evenly as possible. Place shrimp on center rack of oven and cook 3 to 5 minutes or until shrimp are pink and curly. Turn shrimp one time, baste well and allow to cook 3 to 5 additional minutes. Remove from oven and serve in soup bowls with the seasoned butter mixture. Hot French bread should accompany this dish.