Can you or wouldnt the shrimp cook while in the oven. Or is it neccessary to pre cook them in the water

Good question, Matt! I've always done it the way I wrote the recipe. And since it always comes out perfect that way, I've never even thought about it until you asked.
There are a lot of butter and crumbs on top, but 20 minutes in the oven ought to cook the shrimp without the blanching step.