In a bowl, whisk together the olive oil, lemon juice, parsley, capers, and garlic. Add shrimp and season with salt and pepper to taste.
Cut the cucumbers into 18 3/4-inch slices. With a melon baller or small spoon, scrape out about half the flesh from the center of each slice. Fill each cup with shrimp salad, or, for an even prettier presentation, place a whole shrimp upside down into about half the cucumber cups, then spoon the salad around it.
Note: Nutritional analysis is per serving.