Place the squash cut sides down in a large, microwaveable dish. Add 1/3 cup water and MW on high until tender, about 10 minutes. Let cool, then remove the seeds.
Meanwhile, in a large skillet, heat 1 tbsp. EVOO over medium heat. Add the bell pepper and garlic and cook, stirring frequently, until they begin to soften, about 3 minutes. Add the shrimp, broth and lemon juice and cook, tossing occasionally, until the shrimp are firm and pink, about 5 minutes. Stir in lemon zest and parsley, remove from heat.
Using a fork, rake the spaghetti squash lenghtwise to remove the flesh. Toss the squash with the remaining 2 tsp. EVOO. Season with salt and pepper.
Divide among plates and top with shrimp; drizzle with sauce.