Preheat oven to 400 degrees. Add shrimp to a large baking sheet. Drizzle with one tablespoon of olive oil. Sprinkle with two teaspoons of salt and a little freshly cracked black pepper. Roast until cooked through, about 6-7 minutes depending on size. Shrimp are cooked through when pink and curled into a letter C. DO NOT OVERCOOK!!!
While the shrimp roast, make the dip. Add the basil, parsley, tarragon, green onion and garlic to the bottom of a food processor. Blend until the mixture is broken down well and almost pureed. If needed, scrape the mixer down with a spoon. Add the mayo, sour cream, anchovy paste, lemon zest, lemon juice, Worcestershire sauce, remaining teaspoon of salt and 1/8 teaspoon black pepper to the herb mixture. Blend until until smooth. Season to taste with salt and pepper.