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Heat broiler (set to low if you have that option). Mix shrimp, scallions, capers, red pepper flakes, salt, and ½ cup aioli in a medium bowl to combine. Spread bread slices with remaining 2 Tbsp. aioli.
Arrange shrimp, cut side down, in a snug, even layer on bread, all the way to the edges. Pack capers and scallions on, under, and between shrimp—wherever they will fit. Press shrimp mixture into the bread to ensure good contact. Place on a plate and chill at least 10 minutes and up to 30 minutes (this will help shrimp better adhere to bread).
Heat 1 Tbsp. oil in a large ovenproof skillet over high. Cook 2 toasts, bread side down, 15 seconds, then transfer skillet to oven. Broil, watching toasts carefully, until golden and crisp in spots and shrimp turn pink and curl slightly, 5–7 minutes. (Broiler heat varies widely, so check on toasts every minute or so.) Transfer toasts to a cutting board. Repeat with remaining 1 Tbsp. oil and 2 toasts.
Cut each toast in half and transfer to a platter. Sprinkle with parsley and serve with lemon wedges for squeezing over.