Preheat your grill to medium-high heat or oven to 400°F (200°C), and tear off 5 large sheets of heavy-duty aluminum foil.

In a spacious bowl, combine the shrimp, sliced zucchini, red bell pepper strips, thinly sliced red onion, and halved cherry tomatoes.

Drizzle the mixture with olive oil, sprinkle with fresh lemon zest, minced garlic, dried oregano, and smoked paprika, then season with salt and freshly ground black pepper; toss gently to ensure everything is evenly coated.

Divide the prepared shrimp and vegetable mixture equally among the five aluminum foil sheets.

Bring the long edges of the foil together and fold them over several times to create a secure seal, then fold up the short ends to fully enclose each packet.

Place the sealed foil packets on the preheated grill or a baking sheet in the oven and cook for 12-15 minutes, or until the shrimp turn opaque pink and are cooked through.

Carefully remove the packets from the heat, open them to release the steam, and garnish generously with fresh chopped parsley before serving immediately.