Step 1

Prepare the packet. Cut four sheets of aluminum foil and four sheets of parchment paper to roughly 12 x 12-inches long. Layer the parchment paper on top of each foil sheet. Turn in the sides to create a bowl shape, or enough so the juices won't seep out when you add the ingredients. Set aside.

Step 2

Prepare the seasonings. In a large bowl, whisk together the olive oil, wine, garlic, the zest and juice of two of the lemons, smoked paprika, chili flakes (if using), rosemary and honey. Season with salt to taste.

Step 3

Add the shrimp, zucchini, peppers, and onion. Mix to coat.

Step 4

Wrap the shrimp packets. Divide the shrimp and vegetable mixture evenly into your foil bowls, spooning in the juices as well. Take two sides of the foil and meet in the middle, turning them down a little to seal the top, then fold the edges to seal the sides, leaving some room for air and steam to develop. It does not have to look perfect; you just want the steam to gather in the packet while keep the juices from running out.

Step 5

Get ready to cook. Heat the grill to medium-high heat (400-450°F). Slice the remaining lemon into wedges for serving.

Step 6

Cook the shrimp packets. Place the packets on un-oiled grates with the folded sides up. Cover and grill for 15 minutes. Carefully open one packet (taking care to avoid the steam) and ensure the shrimp and veggies are cooked. When fully cooked, the shrimp should turn pink and curl. If it needs more time, reseal the packet, cover the grill, and for an additional 5 minutes.

Step 7

Serve: Remove the packets from the grill and serve immediately with chopped parsley and a squeeze of lemon juice. Be careful. Hot steam will be released when the packet is opened.