Add the dry quinoa to a fine-mesh sieve and rinse it under cold water for about 30 seconds. Transfer it to a saucepan with the vegetable broth, bring it to a boil, then reduce the heat, cover, and let it simmer for 15 minutes. Once the liquid is absorbed, remove it from the heat and let it rest for 5 minutes before fluffing with a fork.
While the quinoa cooks, toss the shrimp in a bowl with 1 tablespoon of olive oil, minced garlic, oregano, paprika, salt, and pepper. In a separate bowl, toss the cherry tomatoes, zucchini, and bell pepper with the remaining olive oil, salt, and pepper. Keeping them separate lets each cook at its own pace.
Spread the vegetables onto a baking sheet and roast at 400°F for about 10 minutes. Push them to one side, then add the seasoned shrimp to the same tray and roast for another 6 to 8 minutes, just until the shrimp turn pink and opaque. This staggered timing keeps the shrimp from overcooking.
Once the quinoa is fluffed, stir in the fresh lemon juice, lemon zest, and chopped parsley. This is what gives the base its bright, herby flavor instead of tasting plain. Taste it and adjust the salt if needed before building your bowls.
Divide the lemon quinoa between four bowls, then top each one with the roasted vegetables and shrimp. Finish with a generous dollop of tzatziki and a sprinkle of crumbled feta if you're using it. Serve right away while the shrimp is still warm.