Melt the butter in a large skillet over medium-high heat. Once the skillet is hot, add the shrimp and cook each side for about 2 minutes. Transfer to a plate.
Add the garlic to the skillet and cook until fragrant, about 1 minute.
Reduce heat to medium-low and add the milk. Bring the sauce to a boil; season with salt and pepper, to taste.
Stir in the Parmesan cheese and let the sauce simmer for about 2 minutes, until thickened slightly. Then add the cornstarch/water mixture and quickly whisk until combined. Continue cooking until thickened, just a few minutes longer.
Remove skillet from heat and stir the lemon juice into the sauce. Transfer shrimp back to the skillet and top with lemon slices, parsley, extra shredded Parmesan cheese, and salt and pepper (if needed).
Serve over steamed vegetables, zucchini noodles, rice, or cooked pasta.