Preheat oven to 400 degrees F. Place shrimp on rimmed baking pan. Drizzle shrimp with oil and sprinkle with Old Bay seasoning. Toss until all shrimp is coated in oil and seasoning, and then spread shrimp into single layer on pan. Transfer to oven and cook 4 to 5 minutes or until shrimp are opaque throughout (145 degrees F is the internal temperature when shrimp are done).

Set aside 12 shrimp for garnish; very finely chop remaining shrimp.

Place egg yolks in small bowl and use fork to crush until no large chunks remain. Add mayonnaise, mustard, salt, pepper and chopped shrimp; stir with fork until well combined. Filling can be made up to 1 day in advance. Cover and refrigerate filling, egg white halves and garnish shrimp until ready to serve.

Just before serving, use small spoon or piping bag to divide filling between egg white halves. Garnish each egg with a whole shrimp. Sprinkle with chives and/or dill and serve immediately.