Thaw gulf shrimp and add to a bowl. Toss with olive oil and spices until evenly covered and combined.
In a large skillet, heat olive oil over medium-high heat. Add the minced garlic and sauté for 30 seconds until fragrant (be careful not to burn it).
Add the shrimp in a single layer to the skillet. Cook for 2-3 minutes on one side until they start to turn pink and develop a slight sear. Flip and cook for another 2-3 minutes on the other side.
Once the shrimp are fully cooked (opaque and firm), squeeze fresh lemon juice over the shrimp and give everything a good toss to coat.
Remove from heat and garnish with chopped parsley.
Assemble the bowls starting with greens, rice, vegetables, and shrimp. Sprinkle feta cheese and capers over the bowl. Garnish with jalapeño, lemon slices, and parsley.
Serve with a side of tzatziki and enjoy!