Fire up your grill for two zone (direct and indirect cooking). Alternatively, you can cook these shrimp in the oven at 350 F.
Cut a slit down the backs of the shrimp. Do not cut all the way thru.
Butterfly the shrimp and remove the vein.
Separate the shell from the meat but do not remove it. The shell will still be attached at the tail, but the meat will not be attached to the shell.
Lightly butter a 7" cast iron skillet. Add the shrimp, butterflied side up.
Melt 1/2 pound of butter in a large skillet over medium-high heat.
Add the onion and cook for 5 minutes.
Reduce the heat to low and add the garlic and cook for 1 more minute. Remove from heat.
Crumble the crackers into a large bowl. Add the bread, Old Bay seasoning, parsley and salt and pepper to taste. Mix well.
Add most of the melted butter. Do not add any of the onion or garlic, you just want to add the liquid.
Mix and add the mayonnaise. Try to squeeze the mixture together. If it holds together, it's ready. If it's too dry add more of the melted butter and a little bit of mayonnaise and mix and try again. Keep adding more butter/mayonnaise until the mixture holds together.
Lightly chop the crab and fold into the cracker mixture.
Working in batches, squeeze a tablespoon or two of the stuffing into a small log shape and place inside the butterflied shrimp. Don't be shy with the stuffing, you'll have plenty.
Place over indirect heat or in the oven and cook 20 minutes or until the shrimp is done. The shrimp will be pink in color on the outside and the flesh is opaque. If cooking on the grill rotate your skillet once to achieve consistent cooking.
Place the lemon halves over direct heat on the grill and grill until seared. If cooking in the oven, just use the halves as is - don't cook them.
Remove skillet and serve with lemon wedges.