Set the barbecue to medium-high heat. Cut 4 pieces of foil paper of 32 inch x 12 inch. Fold each piece in 2 in a way to obtain 4 rectangles of 16 inch x 12 inch. Generously, put oil on the foil or spray with Pam.
In a large bowl, mix half oil, salt and pepper. Add cherry tomatoes and olives and stir. Distribute this mixture on the rectangles of foil paper, leaving each half of rectangle empty. In the same bowl, mix garlic, lemon zest and remaining oil, salt and pepper. Add shrimps and stir to coat well. Distributes the shrimps on the tomatoes. Fold the foil paper on the shrimps in a way to form a papillotte and seal hermeticaly.
Put the papillottes on the grill of the barbecue and cook 12 to 15 minutes or until shrimps are pink. Slowly open the papillottes and pour in plates. Sprinkle each serving with parsley.