Heat the oil in a skillet over medium-high heat. Add the onions. Season with salt and pepper and saute for about 3 minutes, or until slightly wilted. Season the shrimp with salt and pepper. Add the shrimp and saute until the shrimp turn pink, 2 to 3 minutes. Remove and set aside to cool. Make a batter by combining the eggs, milk, baking powder, 1 teaspoon salt, and the cayenne. Add the flour, 1/4 cup at a time, beating and incorporating until all is used and the batter is smooth. Stir in the parsley. Season the batter with hot sauce and Worcestershire Sauce. Season the zucchini with salt and pepper. Add the shrimp mixture and grated zucchini to the batter and fold to mix. Heat the shortening to 360 degrees F. Drop the batter, a heaping tablespoon at a time, into the hot oil. When the fritters pop to the surface, roll them around with a slotted spoon in the oil to brown them evenly. Remove and drain on paper towels. Season with Creole seasoning and serve with the Roasted Red Pepper Emulsion.