Using a cheese grater, grate the zucchini length-wise to create long, narrow noodles. Set aside.
Cut the shallot(s) into small dice (to yield 1/3 to 1/2 cup). Mince the garlic. Coarsely chop the parsley.
Preheat the oven to 400 degrees F. Grease a 9-by-9-inch baking dish or casserole with cooking oil spray.
Melt 2 tablespoons of butter in a large skillet over medium heat. Add 2 tablespoons of olive oil, then stir in the shallot and 1/4 teaspoon each of the salt and black pepper. Cook for about 3 minutes, then stir in the garlic and cook for 30 seconds.
Meanwhile, pull off the shrimp tails, as needed. Season the shrimp with 1/2 teaspoon each of salt and black pepper. Add the shrimp to the skillet and cook for 1 minute per side.
Pour in the wine and lemon juice. Use a slotted spoon to transfer the shrimp (which will be not quite cooked through) to a mixing bowl.
Once the liquids left in the skillet begin to bubble, add 1 tablespoon of butter, 1 tablespoon of oil and 1/4 teaspoon lemon pepper. Stir until melted and saucy. Pour over the shrimp in the bowl.
Return the empty skillet to medium heat. Add the panko and cook, stirring, for a few minutes or just until lightly golden. Turn off the heat.
Add the zucchini noodles and parsley to the bowl with the shrimp and toss gently to coat. Pour into the baking dish or casserole. Top with the lightly toasted panko and then sprinkle 1/4 teaspoon lemon pepper over the crumbs.
Bake for 10 to 15 minutes, just until bubbling a little at the edges.