Preheat the oven to 400°F (200°C) and line a large baking sheet with parchment paper.
Butterfly the shrimp by cutting deeply along the back curve where the vein was, being careful not to cut all the way through, then press them open so they lay flat.
In a medium mixing bowl, combine the softened cream cheese, spinach, artichokes, mozzarella, Parmesan, mayonnaise, garlic, Old Bay, smoked paprika, lemon zest, and lemon juice until well incorporated.
Lightly season the butterflied shrimp with salt and black pepper.
Place about 1 tablespoon of the spinach-artichoke mixture onto the center of each butterflied shrimp, pressing down slightly to secure it.
In a small bowl, toss the Panko breadcrumbs with the melted butter.
Sprinkle the buttery Panko topping over each stuffed shrimp.
Arrange the shrimp on the prepared baking sheet and bake for 10-12 minutes, or until the shrimp are opaque and pink and the topping is golden brown.
Serve immediately, optionally garnished with fresh parsley and lemon wedges.