Preheat oven to 350°. Place foil onto cookie sheet. Lightly oil the foil with cooking spray. Place shrimp in a mixing bowl. Add oil to the bowl. Cover top of the bowl and gently shake until all of the shrimp is covered with the oil. In a small bowl with a lid, mix all of the herbs and spices. Add the mixture to the shrimp bowl. Cover the bowl and gently shake until all of the shrimp are covered with the seasonings. In a single layer, place the shrimp onto the cookie sheet. Bake for 10 minutes. Serve warm with a slice of lemon wedge.