Preheat the grill to 400°F. Tear out four large heavy-duty foil sheets measuring approximately 12x12 inches and set aside.

Add water to a large pot, bring to a boil. Cook baby potatoes and corn for 10 minutes, then drain.

In a large bowl, combine shrimp, sausage, onion, garlic, potatoes, and corn. Add melted butter, salt, pepper, and Old Bay seasoning; stir thoroughly.

Divide mixture onto the four foil sheets, sealing tightly into packets.

Place packets directly on the grill for 15 minutes, flipping once halfway through.

Carefully open packets, garnish with lemon slices and parsley, then serve.