Heat a grill pan over medium heat until hot.
Divide the shrimp evenly among 4 pieces of foil large enough to fold over and seal. Drizzle the shrimp with olive oil and season with the chipotle powder, salt and pepper. You can always add less chipotle powder depending on how spicy you want the shrimp. Top with the tomatoes, zucchini, potatoes and onion; season the vegetables with salt and pepper. Wrap up the shrimp and vegetables tightly in the foil packets.
Grill the packets until the shrimp are cooked through and the vegetables are slightly tender, about 15 minutes. Serve in the foil packets and garnish with cilantro leaves.