Set up charcoal grill for indirect or two zone cooking.
Place cast iron pan over direct heat to preheat, and cover the grill with a lid for up to 10 minutes. Add lemon over direct heat at the same time. Remove when grill marks appear, approximately 10 minutes.
When pre heated add to the cast iron pan butter, olive oil, and shallots. Cook 1 minute stirring. Next add the garlic, lemon, wine, salt and shrimp. Stir frequently for 6 minutes, making sure to flip the shrimp so they cook evenly on both sides.
Remove pan from heat, squeeze grilled lemon, and toss with parsley and serve.