Preheat oven to 400 degrees.
In a medium bowl, add the shrimp, olive oil, garlic, oregano, paprika, wine, salt and pepper. Mix well.
Place the zucchini, red bell pepper strips, tomatoes, scallions, kalamata olives, feta cheese and shrimp on 2 large pieces of foil.
Drizzle the sauce from the shrimp on top of ingredients.
Fold all of the foil ends to seal the foil.
Bake in the oven for 10-15 minutes until the shrimp turns pink and the veggies are tender.