1. Toss shrimp and onion with 1 Tbsp. lemon juice, 1 Tbsp. oil and 1 minced garlic clove in a bowl. Marinate for 15 minutes. Rub kale leaves with 1 Tbsp. lemon juice and salt until slightly softened and darkened. Thread shrimp onto skewers.
2. In a bowl, whisk yogurt, mayonnaise, Parmesan, anchovies, mustard, remaining 2 Tbsp. oil and 2 Tbsp. lemon juice, 1 minced garlic clove and 1 1/2 tsp. warm water. Season with salt and pepper.
3. Preheat grill to medium; oil lightly. Grill bread until golden, turning once, about 2 minutes total. Immediately rub bread with cut sides of garlic halves. Grill shrimp and red onion, turning, until cooked through, about 4 minutes total. Divide kale among 4 plates and top with grilled shrimp, onion, Parmesan shavings and garlic bread. Drizzle with dressing and serve.