Preheat a gas grill or prepare a charcoal grill for medium-high heat.
In a large bowl combine the shrimp, zucchini, tomatoes, drained artichoke hearts, and olives. Add 2 Tbsp. of the reserved marinade, spices, and salt and pepper to taste; toss well to combine.
Tear off 4 pieces of foil about 12 to 15 inches long. Divide the shrimp mixture among the foil, arranging it on one half of each piece of foil. Top with lemon slices, then fold the foil over the shrimp and crimp the sides tightly.
Arrange foil packets on the grill over indirect heat. Grill for about 15 minutes, rotating the packets every 5 minutes, or until the shrimp is cooked through.
Carefully open foil packets (steam will be hot) and top with crumbled feta and chopped parsley, if using.
Divide into meal prep containers with quinoa, if using. Refrigerate up to 4 days.