Preheat the broiler to high. Use scissors or a sharp knife to cut a line down the back of each shrimp. Use the tine of a fork to pull out the vein and discard.
Toss together the prawns, olive oil, salt, pepper, red pepper flakes, oregano sprig and lemon slices and lay out in a single layer on a baking sheet. Place under the broiler, and broil on high until the shells turn pink and the lemon is slightly charred, 5 to 6 minutes. Serve warm, with bowls for discarding the shells as you eat.