PREP: Preheat the grill to medium-high heat (450 degrees F) or the oven to 400 degrees F. Pat shrimp dry with a paper towel.
PREP VEGGIES: Dice the pepper into small pieces. Remove the husk from corn and cut the corn off the cob. Halve the zucchini and then cut into half moons. Dice the tomato(es). Coin the sausage.
TOSS TOGETHER: In a large bowl, add in the prepared veggies, sausage, shrimp, and garlic. Add in the olive oil and all of the seasonings with seasoned salt and pepper to taste. (I add 1 tsp seasoned salt and 1/4 tsp pepper). Gently toss to ensure everything is well coated in seasoning.
WRAP IN FOIL: Put a generous amount of the mixture in the center of a large piece of foil and then fold up to create a secure enclosing -- see Note 3. (Prepare 4 packets for larger portions or 6 for smaller portions)
GRILL OR BAKE: Grill on fully heated grill for 8-10 minutes on one side; then flip and cook another 4-6 minutes on the other side. Alternatively, bake in the oven for 15-20 minutes (no need to flip) or until shrimp are cooked through and pink. (For large shrimp it's closer to 15 minutes in my oven and extra-large takes closer to 20!) On hot campfire coals, these packets are done in about 8-10 minutes (flip at halfway mark).
ENJOY: Enjoy right out of the oven, but open carefully -- the packets will release a burst of steam. Enjoy garnished with fresh parsley if desired.