Preheat grill to medium-high heat.
In a bowl, whisk together olive oil, lemon juice, mustard, Old Bay, and salt.
Add shrimp to the bowl and toss to coat.
Prepare four large sheets of foil and divide vegetables among them.
Top each pile of veggies with marinated shrimp.
Fold foil packets tightly to seal.
Grill packets for 10-12 minutes or until shrimp are opaque and vegetables are tender.
Carefully open packets and garnish with parsley before serving.