2. Place the cockles on a baking sheet with sides, or in a large, oven-proof baking pan, and bake them in the center of the oven until their shells open, 5 to 8 minutes, shaking them occasionally. Transfer all the open clams and their juices to a large serving bowl. If any clams remain closed, return them to the oven and bake. If, after another 2 to 3 minutes they don't open, discard them.
3. While the clams are cooking, mince the parsley and garlic together and place it in a small bowl. Whisk in the olive oil and the lemon juice, then whisk in the lemon zest.
4. To serve, evenly divide the clams among six shallow bowls. Evenly divide the oil mixture among six small serving dishes. To eat, remove the clams from the shell and dip them into the oil mixture.