Creating Spicy Shrimp Packets is simple and fun! Follow these steps:

1. Preheat Oven/Grill: If baking, preheat your oven to 400°F (200°C) or prepare your grill.
2. Prepare Shrimp: In a mixing bowl, add the shrimp and drizzle with olive oil. Toss to coat evenly.
3. Mix Spices: Combine chili powder, smoked paprika, garlic powder, cayenne pepper, and salt and pepper in a separate bowl. Sprinkle the spice mixture over the shrimp and toss to coat thoroughly.
4. Prep Vegetables: Add the sliced zucchini, bell peppers, and red onion to the bowl with the shrimp, ensuring an even distribution of vegetables.
5. Create Packets: Cut large squares of aluminum foil, about 12 inches long. Place an equal amount of the shrimp and vegetable mixture in the center of each square.
6. Seal Packets: Fold the sides of the foil over the shrimp and vegetables, then roll the ends of the foil to secure the packets tightly.
7. Cook Packets: Place the packets on a baking sheet and cook in the oven for 15-20 minutes or grill over medium-high heat for about 10-15 minutes.
8. Check for Doneness: Carefully open a packet to ensure the shrimp are pink and the vegetables are tender.
9. Garnish: Remove from heat and garnish with fresh cilantro and lemon wedges.
10. Serve: Transfer the packets carefully to plates and serve immediately, allowing guests to enjoy the aromatic steam as they open them.