Preheat oven. Peel the shell off of the shrimp (discard), but leave the tail on.
Combine crab, melted butter, Ritz cracker crumbs, Old Bay, Dijon, Worcestershire, chopped parsley, and Kosher salt in a large mixing bowl, then gently mix until combined.
Season the cleaned shrimp with Kosher salt. Place crab filling on top of each shrimp, so that they are standing upright. Use your hand to gently press the filling into the shrimp.
Cook in a preheated oven, depending on the size of the shrimp, or until the crab filling is a light golden brown.
Serve immediately with lemon wedges and additional chopped parsley, if wanted.