Cook rice according to the package directions.
While rice cooks, heat oil in nonstick skillet coated with cooking spray over medium-high heat. Add onion; sauté 4 minutes. Stir in parsley and next 7 ingredients (parsley through garlic); cook 3 minutes. Stir in wine and shrimp. Cover; cook 3 minutes or until shrimp are done. Remove from heat; sprinkle with cheese. Serve over rice. Garnish with parsley, if desired.