Prepare creole seasoning according to linked recipe. Set aside.
Tear 4 sheets of aluminum foil, 16 inches long each.
Cut one lemon into quarters. Slice the other lemon, then halve the slices.
To Create One Foil Packet
Place 18 - 20 shrimp, nesting in one another but not overlapping, in the center of a foil sheet. Divide 1 Tbsp of butter into smaller pats and evenly space over the shrimp. Sprinkle 1 tsp of creole seasoning over shrimp. Squeeze juice of a quarter lemon over shrimp, careful to remove any seeds.Place a half lemon slice and 1 bay leaf atop shrimp.Fold foil to create a packet by bringing sides up and folding down 2 folds and then rolling ends in.Repeat to create 4 packets in all.
Bake in a preheated 375° Fahrenheit oven or heated grill for 7-10 minutes. Garnish with chopped parsley & serve shrimp in packets.