Press Sear/Sauté and adjust the timer. Let heat for 3 minutes, then add the olive oil.
Add the garlic and onion to the cooking pot, and cook and stir for 4 minutes.
Add the beer, lemon slices, jalapeño, and Old Bay to the cooking pot, and bring to a simmer. Press Cancel.
Nestle the shrimp in the beer mixture in a single layer. Cover with the lid, press Steam, and steam until the shrimp are opaque throughout, 3 to 5 minutes. Press Cancel.
Toss the shrimp with the parsley and transfer to a serving platter.
Serve with the baguette, for dipping into the broth.