Put a small frying pan on medium heat. Fill with water until water in covering the whole pan. Add the lemon slices and let it come to a boil. This shouldn't take long.
Add the shrimp. Let cook for about 3 mins until shrimp is plum and pink. Remove from the pan.
Chop the peppers and slice the onions and add to a bowl.
Add the feta.
Cut the shrimp into 3 pieces and add to the bowl.
Drizzle with the oil and vinegar and toss.
Sprinkle with parsley and toss again.