If using wooden skewers, soak them in water for at least 30 minutes, or overnight.
Make the marinade: In a medium bowl, add the lemon zest, lemon juice, olive oil, garlic, dijon mustard, salt, and pepper, stirring to combine.
Add the shrimp to the marinade and gently toss everything together, making sure the shrimp are well coated in marinade. Set aside for about 20 minutes.
Preheat the grill to medium heat.
Thread the shrimp onto the skewers, about 4-5 shrimps per skewer.
Grill the shrimp for 2-3 minutes per side, until opaque. Remove from the grill.
Brush with melted butter and top with parmesan cheese while they are hot.
Season to taste and garnish with parsley. Serve immediately, with extra lemon wedges.