Thoroughly wash the shrimp. If they aren't already, peel and devein them. Pat them dry with paper towels. Tip: Leaving the tails on makes for a prettier presentation, but you can remove them for easier eating.
Cut the bell peppers, zucchini, and onion into 2-3 cm pieces for easy threading onto skewers. Separate the red onion into layers.
Prepare the marinade: whisk together the olive oil, lemon juice, minced garlic, chopped parsley, salt, and pepper. Toss the shrimp in the marinade and let it marinate for at least 30 minutes, or up to 1 hour in the refrigerator.
Soak wooden skewers in cold water for 30 minutes to prevent them from burning during grilling. Skip this step if using metal skewers.
Thread the shrimp and vegetables onto the skewers, alternating them: for example, shrimp, pepper, onion, zucchini, and repeat. Pay attention to the color variations for an attractive presentation.
Preheat the grill to medium-high heat, or use a grill pan. Lightly oil the grates or pan, then grill the skewers for 2-3 minutes per side. The shrimp cook quickly; they're done when pink and slightly charred. Tip: Don't overcook, or they will become rubbery!
Garnish with fresh parsley and lemon wedges before serving. Serve with couscous, bulgur, or a fresh salad.
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