Preheat the oven to 425°. In a large bowl, toss the shrimp with the wine. In a small bowl, mash the butter with the garlic, cheese, parsley, lemon juice and crushed red pepper. Season the butter with the salt and pepper.
Arrange the shrimp side by side in a single layer in a ceramic baking dish and drizzle any accumulated juices on top. Spread a scant teaspoon of the seasoned butter over each shrimp.
Bake the shrimp for about 7 minutes, until almost cooked through. Remove the shrimp from the oven and turn on the broiler. Broil the shrimp about 6 inches from the heat for 2 minutes, or until browned and bubbling. Serve immediately with the baguette slices and lemon wedges.
The shrimp can be prepared through Step 2 and refrigerated overnight. Add another minute or so to the cooking time.