In a food processor or high powered blender, combine the onion, green onion, jalapeno, garlic, all spice, nutmeg, cinnamon and thyme leaves.
With the machine running, add the soy sauce, olive oil and water.
Pat the shrimp dry and place them in the marinade in an airtight container or ziploc bag in the fridge for 3 hours.
Bring shrimp to room temperature and line a baking sheet with foil.
Shake off excess marinade as you move them from the container to the baking sheet, but don't wipe anything off. Those little bits that cling on add lots of great flavor.
Preheat oven to 400F / 205C.
Bake for 6-8 minutes, depending on the size of your shrimp, until pink, curled up and cooked through.
Finish with a squeeze of lemon!