Drain the juice from the lemon, grate the rind and mix it with the olive oil, pickles, basil, salt and ground black pepper. Pour this marinade over the shrimp and let them sit for half an hour in the refrigerator.
String them on skewers, alternating between the washed and sliced vegetables, shrimp and mushrooms. Cook on a grill for about 15 minutes.
Boil the rice in a large amount of salted water, then mix it with the finely chopped parsley. Serve the skewers over the rice.