Preheat oven to 400 degrees. Add 2 c vegetables to lined or sprayed baking sheet, 1 T olive oil, pinch of each-salt and pepper. Mix together with a spatula or your hand. Spread out into an even layer on the baking sheet. Bake for 15 minutes.
While vegetables are cooking, defrost 8 medium shrimp by placing them in a medium bowl, cover them with warm water. Check often, and replace water if needed. They should be thawed in the 15 minutes it'll take to bake the vegetables.
Take baking sheet out of oven, stir vegetables. Add shrimp, 2 lemon halves (cut side down). Grate ~1 T parmesan cheese evenly over shrimp and vegetables. Bake for another 3-5 minutes, until shrimp are just pink. Remove from oven.
Squeeze roasted lemons over shrimp and vegetables, add more cheese if desired, and serve hot with fresh crusty bread. Enjoy.