Cut four 12-inch sheets of aluminum foil. Mix shrimp, potatoes, sausage, and corn together. Add an equal portion to the center of each sheet of foil.

Fold up the sides of the foil packets. Add 1/2 tablespoon olive oil, 1 pat of butter, 1 teaspoon seafood seasoning, 1 teaspoon garlic, salt, and pepper to each packet. Squeeze 1 lemon wedge into each and leave it in the packet. Toss mixture gently to combine. Fold foil over to seal packet fully.

Preheat an outdoor grill for high heat and lightly oil the grate. Grill packets until shrimp is opaque and vegetables are tender, about 15 minutes. Garnish with parsley.