Pre-heat the oven to 425°F.
Split the shrimp by cutting them lengthwise down their backs, stopping just short of cutting them in half. Pat the shrimp dry with paper towels and, using a pastry brush, brush them with a 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 breadcrumbs and stir to combine, then 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 breadcrumb 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, 15-20 minutes.