Preheat the oven to 425 degrees . Split the shrimp by cutting them lengthwise down the back, stopping just short of cutting them in half. Pat the shrimp dry with paper towels and, using a pastry brush, brush them with one-quarter of the melted butter.
In a food processor, pulse the bread into crumbs and transfer to a small bowl. Mix the remaining melted butter with the hot sauce, garlic and thyme. Pour the butter sauce over the bread crumbs, stir to combine, and season to taste with salt and pepper.
Place the shrimp, cut side down, on a large, sturdy baking sheet and top with a generous tablespoonful of the bread-crumb stuffing. (The tails will curl up over the stuffing during baking.) Bake in the center of the oven until the shrimp are cooked through and pink in color and the stuffing is lightly toasted, 15 to 20 minutes.