Shrimp and Veggie Packets

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4 mixed color mini bell peppers, or 1 Carmen pepper, seeded and sliced into thin rings

2 celery ribs, thinly sliced on the bias 

1 leek, halved lengthwise and soaked in cold water to remove grit, then sliced into thick half-moons

1 large shallot, thinly sliced 

2 tablespoons olive oil, plus extra to drizzle 

Kosher salt 

Freshly ground black pepper 

1 1/2 pounds large peeled and deveined shrimp 

4 sprigs fresh thyme 

1 1/2 teaspoons herbs de Provence 

4 thin lemon rounds 

4 teaspoons dry white wine or water 

1/4 cup fresh parsley leaves, chopped