Preheat grill over high heat. Cut 6 sheets of foil approximately 12” long. Divide shrimp, garlic, sausage, corn and zucchini evenly over the foil sheets. Drizzle with olive oil and old bay seasoning. Toss ingredients well. Add a lemon slice and 1 tbsp. of butter to each pack.
Fold the foil packets crosswise over the shrimp mixture to completely cover the food. Roll the top and bottom edges to seal them closed. Place foil packets on the grill and cook until just cooked through, approximately 15 minutes for large shrimp. Carefully open the packets, top with parsley and serve immediately.