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carefully shell, devein, and butterfly each shrimp. leave the tails on. break the eggs into a medium bowl and beat until a slight froth appears. place the shrimp in the bowl and turn several times until all shrimp are coated with egg on all sides.
remove one shrimp at a time and dredge in the seasoned bread crumbs, pressing the shrimp until the bread crumbs cover it completely. heat the crisco pure canola oil in a 1-quart saucepan. the oil must be deep enough to cover the shrimp as they fry, do not make the oil very hot, 325°F should be enough.
fry the breaded shrimp 2 or 3 at a time. don't crowd the shrimp and don't let the oil cool. when the shrimp are golden in color, remove them from the frying oil with a slotted spoon and place on a paper towel to soak up any extra oil.
preheat oven to 350°F. heat the marinara sauce to a low simmer. after all shrimp are cooked, place them in a shallow baking dish. spoon enough marinara sauce over each shrimp just to cover it. cover each shrimp with shredded mozzarella cheese and some pecorino romano cheese. bake at 350°F for just a few minutes, until the cheese melts. serve immediately.
note: you have the option of broiling the shrimp in the baking dish to just let the cheese melt. don't let the shrimp cook any more.
chef's comment: of all the meals served at mama rose restaurant, this is the one i remember most from my childhood. my father worked at the fulton fish market and we had shrimp at many meals. christmas eve was the traditional fish meal and shrimp parmigiana was our favorite. as common as it was for my family, i find great interest at mama rose by people who know chicken parmigiana but never have seen this dish.