Peel shrimp, leaving tails on; devein, if desired.
Squeeze juice from lemon halves to measure 1/4 cup; set juice aside. Reserve and chill lemon halves for later use.
Grill shrimp, covered with grill lid, over medium-high heat (350° to 400°) 2 to 3 minutes on each side or until shrimp turn pink. Place in a large bowl.
Cut each pepper into 4 large pieces; cut each onion horizontally into 3 large slices.
Grill vegetables, covered with a grill lid, over medium-high heat (350° to 400°) 5 to 7 minutes on each side or until bell peppers look blistered and onions are crisp-tender; cut into 2-inch pieces. Add grilled vegetables, chopped parsley, and garlic to shrimp in bowl. Pour vinaigrette and lemon juice over mixture, and stir to coat and combine. Cover and chill 8 hours or overnight.
Arrange reserved lemon halves in bottom of a deep serving bowl. Spoon marinated shrimp and vegetable mixture over top of lemon halves. Garnish, if desired.
Note: For testing purposes only, we used Newman's Own Olive Oil & Vinegar dressing.