Heat oil in a 9 1/2- or 10-in. cazuela* (Spanish clay pot) or a 10-in. nonstick frying pan over medium heat. Stir in garlic, shallots, and chiles; cook 30 seconds. Add shrimp and half of parsley. Cook, stirring often, just until shrimp curl, 1 to 2 minutes. Stir in 3/4 tsp. salt and 2 1/2 tbsp. lemon juice; remove from heat.
Taste and add more salt and/or lemon juice if you like. Sprinkle with remaining parsley and serve immediately.
*Find cazuelas and ñora chiles at tienda.com, and cascabel chiles and ancho chiles at Latino grocery stores and some supermarkets.