Peel shrimp, leaving tail section on. Make a deep cut along the top of each shrimp (do not cut all the way through); remove the vein. Place shrimp in a shallow dish; add salad dressing. Set aside for 20 minutes.
Meanwhile, in a large bowl, combine the bread crumbs, clams, butter and parsley. Drain and discard salad dressing. Arrange shrimp in a greased 13x9-in. baking dish. Open shrimp and press flat; fill each with 1 tablespoon of crumb mixture. Bake, uncovered, at 350° for 20-25 minutes or until shrimp turn pink.