Combine marinade ingredients. Add shrimp, onions, tomatoes, and peppers to a large zip top plastic bag or 13X9 glass baking dish. Pour marinade over shrimp mixture. Let marinate at least 1 hour, or as long as overnight.
Preheat grill to medium heat. Spray grill basket with cooking spray. Place grill basket on preheated grill. Remove shrimp and vegetables from marinade, reserving marinade. Add shrimp and vegetables to the grill pan (be careful, as any drips of marinade could splatter, spit, or flare up). Grill 10-15 minutes, stirring occasionally, until shrimps are opaque and vegetables are tender-crisp.
Optionally serve over cooked brown rice or cauliflower rice and garnish with parsley.