In a medium bowl, whisk the lemon zest, lemon juice, garlic, oregano, parsley, salt, and pepper. While whisking constantly, add the olive oil.
Pour ⅔ of the mixture into a large resealable plastic bag, add the shrimp, press out as much air as you can and seal the bag. Turn the bag a few times to coat the shrimp.
Refrigerate for at least 30 minutes and up to 2 hours.
To the remaining ⅓ of the olive oil mixture, add the chickpeas. Stir to coat them, cover the bowl, and refrigerate until you’re ready to eat.
Heat your gas grill, covered, with all burners set to medium-high.Place the vegetables on large rimmed baking sheet and brush the vegetables (or toss them) with the olive oil. Season liberally with salt and pepper.
Arrange all of the vegetables on the grill crosswise and grill, covered, turning the vegetables twice, until they’re just tender with dark grill marks, 10 to 12 minutes. Return the veggies to the large baking sheet until you’ve finished cooking.
Remove the shrimp from the marinade, discard the rest of the liquid, and place them on the grill. Cook for 4-5 minutes per side, turning halfway, until they’re pink and opaque throughout. Transfer the shrimp to a large platter with the veggies.
Serve alongside the marinated chickpeas with crumbled feta, a sprinkling of fresh herbs, and a drizzle of good balsamic vinegar if desired.