In a small bowl, combine shrimp, 1 tablespoon of olive oil, the zest of one lemon, the minced garlic, a pinch or red chili flakes, salt and pepper. Stir to combine and set aside to marinade for 15-20 minutes.
While shrimp are marinating, toss the Brussel sprouts with 3 tablespoons of olive oil, the sliced garlic, a pinch or red chili flakes, salt and pepper on a large sheet pan. Make sure sprouts are completely coated. Turn them so that the flat sides are facing down. Roast for 15 minutes.
Remove from oven and use a spatula to turn the Brussels sprouts. Pour the shrimp and marinade onto the sheet pan and stir to coat everything in the marinade. Arrange everything in a single layer. Return to the oven and roast for about 5 more minutes, or until shrimp are cooked through.
When done, remove from oven and squeeze 1-2 lemon slices over shrimp and brussels sprouts, then grate parmesan cheese over everything. Serve with more lemon slices.