In a food processor, combine all ingredients EXCEPT zucchini and shrimp. Puree until almost smooth. Place the zucchini in a single layer in a roasting pan and then top with the shrimp and generously baste all sides in the garlic citrus mixture.
Place the shrimp in the oven and roast for 15 to 20 minutes, until the shrimp is opaque and cooked fully through and the zucchini is tender. Remove and serve.