Place the squash cut sides down in a large, microwavable dish. Add 1/3 cup water and microwave 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, vegetable broth and lemon juice and cook, tossing occasionally, until the shrimp are firm and pink, about 5 minutes. Stir in the lemon zest and parsley; remove from the heat.
Using a fork, rake the spaghetti squash lengthwise to remove the flesh (it will pull away in long strands). Toss the squash with the remaining 2 tsp. EVOO. Season with salt and pepper.
Divide the squash among 4 plates. Top with the shrimp; drizzle with sauce.