Preheat the oven to 400 degrees F. Set out 2 baking sheets (or 1 if making half recipe)
In a large bowl, season grape tomatoes to taste with salt and pepper, then drizzle with olive oil and mix together. Place on baking sheet.
In the same mixing bowl, add broccoli florets with zest of 1 lemon, juice of 1/2 a lemon, red pepper flakes and salt and pepper to taste. Drizzle olive oil over broccoli and toss together. Spread over second baking sheet.
In the same mixing bowl, add shrimp, garlic, parsley, zest of 1 lemon, parmesan cheese and lightly salt and pepper. (You can use a normal amount of pepper but recommend less salt than normal since parmesan cheese is salty). Drizzle with olive oil and toss together. Add to baking sheet with tomatoes and evenly spread out shrimp.
Slice remaining half of lemon and place slices on baking sheets.
Bake for 10-12 minutes or until shrimp are pink and curled and veggies are crisp/tender.
Squeeze warm lemon slices over everything and serve immediately.