Preheat broiler. Lightly brush 1 side of each baguette slice with oil. Arrange on 2 baking sheets. Broil until lightly toasted, about 1 minute.
Using electric mixer, beat cream cheese, mayonnaise and mustard in large bowl to blend. Mix in shrimp, green onions, dill and lemon peel. Season with salt and pepper. (Can be made 1 day ahead. Store toasts in airtight container at room temperature. Cover shrimp mixture and chill.)
Spread 1 tablespoon shrimp mixture atop each toast. Arrange crostini on baking sheets; broil until shrimp mixture begins to brown, about 2 minutes. Top with parsley.