Stir melted butter, honey, smoked paprika, chili powder, garlic powder, tomato paste, salt, and pepper into a smooth honey-butter.
Add shrimp and toss to coat. (Optional: marinate 15–30 min.)
Air fryer: 375°F, single layer, 5–7 min, shaking halfway, until pink and opaque.
Grill: skewer and grill medium-high, 2–3 min per side, brushing with extra honey-butter.
Oven: 400°F on a lined sheet pan, 8–10 min, flipping once; broil 1–2 min for color.
Finish with lemon and parsley; serve.