Jim Dandy's Baked Garlic Shrimp

Source: Jim Dandy's - Oak Creek, Wisconsin

1/2 cup peeled whole garlic cloves
2 tablespoons olive oil, plus oil to coat baking sheet
1/4 cup clam juice
1/4 cup water
1/2 teaspoon freshly squeezed lemon juice
12 large shrimp, with tail and shell on, butterflied in shell*
Paprika, to taste
Melted butter

Make garlic pur