Preheat oven to 350Â°F.
Cut each slice of prosciutto lengthwise into halves and wrap 1 piece of prosciutto around each of 18 shrimp.
Slide 2 olives onto one of 6 skewers.
Slide a wrapped shrimp onto skewer.
Wrap a lemon slice around a plain shrimp and slide onto skewer.
Repeat, using 2 more prosciutto-wrapped shrimp and 2 more lemon-wrapped shrimp.
End with 2 more olives.
Repeat skewering procedure with remaining shrimp, lemons and olives.
Lay each skewer on a piece of foil.
Sprinkle with parsley, chopped garlic and red pepper to taste.
Drizzle each skewer with a tablespoon or so of olive oil and seal the packets.
Set on a baking sheet.
Bake for 10 minutes, or until shrimp are done.
Do not overcook.
Transfer packets to plates and allow guests to open them at table.