Prepare outdoor grill/barbecue to medium heat. In a large bowl, combine olive oil, lemon juice, onion, shallots, garlic, and parsley. Mix in the shrimp. Cover and marinate in the refrigerator for several hours. Drain shrimp, reserving marinade in bowl for basting. Place shrimp on skewers or on aluminum foil, and barbecue for about 6 to 8 minutes per side. Be sure to baste shrimp with marinade often. Place shrimp on a large platter and surround with thin lemon wedges. Serve with a creative salad and fresh garlic bread.