Heat 2 teaspoons oil in a large nonstick skillet over medium-high heat. Add bell peppers, asparagus, lemon zest and 1/4 teaspoon salt and cook, stirring occasionally, until just beginning to soften, about 6 minutes. Transfer the vegetables to a bowl; cover to keep warm.

Add the remaining 2 teaspoons oil and garlic to the pan and cook, stirring, until fragrant, about 30 seconds. Add shrimp and cook, stirring, for 1 minute. Whisk broth and cornstarch in a small bowl until smooth and add to the pan along with the remaining 1/4 teaspoon salt. Cook, stirring, until the sauce has thickened slightly and the shrimp are pink and just cooked through, about 2 minutes more. Remove from the heat. Stir in lemon juice and parsley. Serve the shrimp and sauce over the vegetables.