Prepare the potatoes by cutting them into 1-inch chunks. Slice the corn into 2-inch rounds. Slice the beef sausage, cut the onion into wedges, mince the garlic, chop the parsley, and cut the lemons into wedges.
Bring a large pot of salted water to a boil. Add the potatoes and corn and cook for 10 minutes until slightly tender. Drain thoroughly and set aside.
Preheat your grill or oven to 400°F (200°C).
Cut four large sheets of heavy-duty aluminum foil, approximately 18 inches long each.
In a large mixing bowl, combine the shrimp, beef sausage, onion wedges, garlic, potatoes, and corn.
In a small bowl, whisk together the melted butter, salt, black pepper, Old Bay seasoning, smoked paprika, and Worcestershire sauce.
Pour the seasoned butter mixture over the shrimp and vegetables. Toss gently until everything is evenly coated.
Divide the mixture evenly among the foil sheets, placing it in the center of each sheet.
Fold and seal the foil tightly to create packets, leaving a little space inside for steam circulation.
Place the packets on the grill or on a baking sheet in the oven. Cook the Spicy Grilled Shrimp in Foil Packets for 15 minutes, flipping halfway through cooking.
Carefully open the packets, avoiding the hot steam.
Squeeze fresh lemon juice over each packet and garnish with chopped parsley before serving.