Preheat the oven to 425 degrees F (220 degrees C). Spray a 9x13-inch baking dish with cooking spray.
Arrange shrimp in a single layer in the baking dish. Whisk lemon juice, butter, garlic, Worcestershire sauce, lemon pepper, and chile powder together; pour over shrimp.
Roast in the preheated oven until shrimp turn pink, 8 to 10 minutes. Sprinkle parsley over shrimp. Reduce oven temperature to 400 degrees F (200 degrees C).
Toss Brussels sprouts with onion and olive oil. Season with salt and pepper. Spread evenly on a baking sheet.
Roast Brussels sprouts and onion until starting to brown, about 20 minutes.
Meanwhile, bring water to a boil in a saucepan. Add brown rice and simmer until water is absorbed, about 5 minutes.
Divide rice among 4 bowls. Top with shrimp and Brussels sprouts-onion mixture.
