Combine first 9 ingredients in a small bowl; set aside. Rinse shrimp with cold water; drain well. Layer shrimp, lemon slices, and onion slices in an ungreased 13x9x2-inch baking dish. Pour butter mixture over shrimp. Bake uncovered, at 400 for 20 to 25 minutes or until shrimp turn pink, basting occasionally with pan juices. Garnish with fresh rosemary sprigs, if desired.