Heat oil in a large nonstick skillet over medium heat. Add pepper, garlic, and bay leaf; cook 2 minutes, stirring constantly. Increase heat to medium-high. Add shrimp; sauté until shrimp have pink or orange markings and white, opaque flesh (about 4 minutes). Remove from heat. Sprinkle with salt. Discard bay leaf. Sprinkle with parsley, and serve with lemon wedges.