Preheat oven to 400° Fahrenheit.
In large saucepan over high heat, bring chicken stock to boil then reduce to low simmer.
Ladle small amount of chicken stock from saucepan into small bowl. Add saffron threads and set aside to infuse.
While saffron infuses, melt 5 tablespoons butter in another large saucepan. When melted, add onions, stirring frequently for 2 minutes. Add garlic and cook 1 additional minute. Note: cook only until softened, not browned.
Add rice to saucepan with onions. Stir until some grains start to pop, then add 2-3 ladles of stock, all of saffron liquid, and salt & pepper to taste. Stir over low heat until liquid has absorbed. Continue adding ladles of stock, letting liquid absorb into rice completely before adding more. Important: stir constantly to avoid sticking or burning. After 20-25 minutes, rice should be just tender and the liquid thick and creamy.
Toward end of 20-25 minute window while rice is cooking, also cook shrimp. Roasted Shrimp: Pat shrimp dry with paper towels then scatter them evenly on sheet pan. Toss with 1 tablespoon olive oil and salt. Roast in preheated oven for 9 to 10 minutes or until just pink and only slightly curled (not in C-shape). Remove from oven and toss with lemon juice.Sautéed Shrimp: Alternately, pat shrimp dry with paper towels then sauté in separate pan with 1 tablespoon butter or olive oil over medium-high heat, approximately 2 minutes or until just pink and only slightly curled. Remove from heat and toss with lemon juice and salt. When rice is tender, remove saucepan from heat. Add parmesan cheese and remaining 1 tablespoon butter, stirring until butter has melted.
Stir in half of cooked shrimp. Season with salt if necessary. Portion into bowls and top with remaining shrimp and additional parmesan, if desired. Serve immediately.