Position 1 rack in bottom third and 1 rack in top third of oven. Preheat to 450°F. Brush 2 heavy large rimmed baking sheets with oil. Arrange shrimp on sheets. Roast until opaque, 6 minutes.
04Meanwhile, bring sauce base to simmer; remove from heat. Whisk in butter in 4 additions. Whisk in remaining 1 teaspoon thyme and 1/2 teaspoon lemon peel. Season with salt.
05Arrange green beans on large platter; top with shrimp. Spoon some sauce over; sprinkle with parsley. Serve, passing remaining sauce separately.