Preheat your oven to 400°F (200°C) and line a large sheet pan with parchment paper.
Cut the red bell pepper and zucchini into bite-sized pieces.
In a large bowl, toss the broccoli florets, bell pepper, and zucchini with 0.5 tablespoon of olive oil, 0.25 teaspoon of sea salt, and 0.125 teaspoon of black pepper.
Spread the vegetables in a single layer on the prepared baking sheet and roast for 15 minutes.
While the vegetables roast, mince the garlic and finely chop the fresh parsley.
In the same bowl used for the vegetables, toss the shrimp with the remaining 0.5 tablespoon of olive oil, minced garlic, dried oregano, and the remaining salt and pepper.
Remove the baking sheet from the oven, push the vegetables to one side, and add the shrimp to the other side.
Return the pan to the oven and roast for an additional 5 to 7 minutes, or until the shrimp are pink and opaque.
Drizzle the entire pan with fresh lemon juice and garnish with chopped parsley before serving.