Preheat the oven to 450 degrees F.

Zest the lemon into a large bowl. Add 1 tablespoon lemon juice (reserve the lemon’s remaining juice for the shrimp and serving), oil, garlic, salt, pepper, and oregano. Whisk to combine.

Add the artichokes, asparagus, tomatoes, and onion. Toss by hand to coat.

Transfer the mixture to a large rimmed baking sheet and spread it into an even layer. Place in the oven and bake until the tomatoes begin to soften and release their juices, about 12 minutes.

While the vegetables are cooking, in the same bowl you used for the vegetables, stir together 1 tablespoon lemon juice, oil, oregano, red pepper, garlic, and salt. Add the shrimp and toss to coat.

Remove the baking sheet from the oven and add the shrimp. With a large spatula, stir to combine the shrimp and vegetables together. Spread back into an even layer.

Return to the oven and continue baking until the shrimp are pink, opaque, and cooked through, 6 to 10 minutes more, depending upon the size of your shrimp. Do not overcook! As soon as the shrimp look opaque and pink, they are cooked.

Remove the pan from the oven. Sprinkle with the feta and parsley, add the olives and squeeze the remaining 1 to 2 tablespoons lemon juice over the top. Season with a pinch of additional salt and black pepper to taste. Serve warm. This dish pairs nicely with rice or baguette slices.