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1
Blanch vegetables: In a large pot of boiling, salted water, blanch carrots, fennel and zucchini until firm-tender, 1 minute. Use a slotted spoon to remove vegetables and plunge directly into an ice-water bath. Remove and dry on paper towels. In a medium bowl, toss blanched vegetables with 1 teaspoon salt. Chill in refrigerator until you are ready to assemble dish.
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2
Make pickled vegetables: In a saute pan over medium-low heat, heat 1/2 olive oil and sweat the onion, pepper, garlic, spices and 1 teaspoon salt until soft, about 10 minutes. Stir in wine, vinegar and thyme. Remove from heat and let stand 15 minutes.
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3
Meanwhile, bring salted water to a boil in a large pot, then turn off heat. Stir in shrimp and let cook until firm but still slightly translucent in the center, 1-2 minutes depending on size of shrimp. Place cooked shrimp in a nonreactive dish and sprinkle with remaining 1 teaspoon salt. Then pour pickled vegetable mixture over shrimp.
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4
Cover with plastic wrap and refrigerate at least 4 hours or overnight. Before serving, stir in blanched vegetables and remaining 1/2 cup olive oil. Adjust seasoning, adding more salt and vinegar if needed. Garnish with parsley.
