Place shrimp into a saucepan, cover with water to a depth of 2 inches over shrimp, and bring to a boil. Cover pan and cook until shrimp are pink, 2 to 3 minutes; drain.

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Combine butter, white wine, lemon juice, parsley, cayenne pepper, and garlic in a 2-quart casserole dish.

Place casserole dish in oven and preheat oven to 350 degrees F (175 degrees C).

When butter is melted, lightly toss shrimp in butter mixture until coated. Sprinkle bread crumbs over shrimp.

Bake in the preheated oven until bread crumbs are lightly golden brown, about 15 minutes.