Preheat your oven to 400°F (200°C) and line a large rimmed sheet pan with parchment paper for easy cleanup.
In a large mixing bowl, combine the broccoli florets, chopped red bell pepper, and sliced zucchini.
Drizzle the vegetables with 1 tablespoon of olive oil and season with half of the minced garlic, oregano, sea salt, and black pepper.
Toss the vegetables until evenly coated and spread them in a single layer on the prepared sheet pan.
Roast the vegetables in the oven for 10 minutes to give them a head start on softening.
While the vegetables roast, use the same mixing bowl to toss the shrimp with the remaining olive oil, garlic, oregano, salt, and pepper.
Remove the pan from the oven, push the vegetables to the sides, and add the seasoned shrimp to the center of the pan.
Return the pan to the oven and roast for an additional 6 to 8 minutes until the shrimp are pink, opaque, and cooked through.
Remove from the oven, drizzle the entire pan with fresh lemon juice, and garnish with chopped fresh parsley before serving or portioning into containers.