In a medium-sized bowl, to make the blackening seasoning mix together the smoked paprika, garlic powder, onion powder, brown sugar, oregano, thyme, salt, pepper, and cayenne, set aside.
Before seasoning the shrimp, lay them on a sheet pan lined with paper towels and pat them dry with more paper towels. This helps them sear better, the dryer they are.
In a large bowl, add the shrimp, 2 tablespoons of vegetable oil, the blackening seasoning, toss everything together gently so the shrimp are well coated in the seasonings and oil, set aside.
Preheat the grill at high heat. Place a cast-iron skillet directly on the grates and close the top. Let the pan heat up for 5-8 minutes until it becomes super hot.
Now you will want to sear the shrimp in batches. To the hot skillet add about 2 teaspoons of oil and swirl it around until evenly coated. Add the shrimp in a single layer making sure that they are not touching. Sear until charred, this will take roughly around 1-2 minutes. Flip the shrimp and sear the other side. Remove the shrimp from the skillet and place them on a plate. Sear the remaining shrimp in batches, adding more oil if needed. If you notice the cast iron skillet is starting to lose some of the heat, you can close the grill lid again and let it heat for a few more minutes in between batches.
Once all the shrimp are seared, add them back to the pan, add the butter.
Toss the shrimp in the butter until it is melted to coat. Garnish with parsley and lemon wedges if desired and serve immediately.