Pre-heat the grill to medium-high heat. Lightly oil the grates. Cut two 12 x 18-inch (ish) squares of tin foil. With a slotted spoon, equally disperse the veggies to the center of each tin foil square. Reserve the marinade.
Fold the longer sides of the foil toward each other and crimp the edges to seal. Fold and crimp the remaining edges to form a sealed packet.
Place the packets onto the grill seam-side up, close the lid, and grill for about 20 minutes. In the meantime, remove the shrimp from the fridge and thread them onto skewers; set aside.
When there is just 10 minutes remaining for the veggies, bring the heat down to medium-low. Place the shrimp skewers onto the grill and cook for about 3-5 minutes per side, or until the shrimp is opaque.
Remove the shrimp skewers and foil packets from the grill. The veggies should be crisp yet tender.
Garnish with fresh chopped parsley and serve with lemon wedges, pitas, and hummus or your favorite grains. Drizzle vegetable marinade over veggies if you'd like.