Combine the extra virgin olive oil, chili powder, garlic powder, onion powder, smoked paprika, lemon zest, sugar, kosher salt, and freshly ground black pepper in a small bowl. Whisk together until the spices are fully dissolved and distributed evenly throughout the oil. This creates a flavorful marinade base that will coat the shrimp and infuse it with smoky, garlicky notes.
Add the prepared shrimp to the bowl with the spice marinade and toss thoroughly until each piece is evenly coated. I like to use my hands to gently massage the marinade onto the shrimp—this ensures better coverage than just stirring. Cover the bowl and refrigerate for 2 to 3 hours, allowing the flavors to penetrate the shrimp and the salt to begin the curing process, which will help them stay tender and juicy on the grill.
Remove the shrimp from the refrigerator about 10 minutes before grilling to allow them to come closer to room temperature for more even cooking. Preheat your grill to medium-high heat (around 400°F). Once hot, lightly oil the grill grates to prevent sticking. Working in batches if needed to avoid overcrowding, place the shrimp directly on the grill with the tails pointing away from you for easier handling. Grill for 3 to 4 minutes per side—the shrimp are done when they turn pink and opaque with light char marks.
Transfer the grilled shrimp to a serving platter and garnish generously with the fresh chopped parsley while they're still warm—the heat will brighten the parsley's color and aroma. I always serve grilled shrimp immediately with lemon wedges on the side and a small bowl of the extra marinade for dipping, which guests absolutely love. The remaining marinade acts as a light sauce that complements the char and smokiness perfectly.