Preheat a grill or grill pan to medium-high. In a shallow dish, toss the shrimp with 2 tablespoons EVOO, the lemon peel, paprika and cayenne.
Brush the polenta with 3 tablespoons EVOO and season with salt and pepper.
Cover and grill the shrimp and polenta, turning once, until the shrimp is opaque and the polenta is charred, about 6 minutes. Pour 1 tablespoon lemon juice over the shrimp.
In a large bowl, combine the remaining lemon juice, the mustard and garlic. Whisk in the remaining 3 tablespoons EVOO. Add the escarole and beans; toss. Season with salt and pepper.
Serve the shrimp over the polenta slices, with the lemon wedges and salad.