Zest the lemon into a mixing bowl and add the butter, hot sauce and a pinch of salt. Stir until well combined. Gently stir in half of the parsley, reserving the remaining parsley for garnish. Cut the zested lemon into wedges and reserve.
Prepare a grill or grill pan or for high heat. Lightly oil the grill grates. (if grilling do this step, if not skip it as I did) Thread the tomatoes on the skewers, about 7 tomatoes per skewer. (If using wooden skewers, leave just 1/2 inch of the skewer sticking out on each end so you do not have to soak them). Brush 1 tablespoon of the oil on the tomatoes and sprinkle them liberally with salt and pepper.
Brush both sides of the polenta rounds with 1 tablespoon of extra-virgin olive oil. Sprinkle liberally with salt and pepper. Arrange the skewered tomatoes on the hot grill and cook, turning occasionally, until they are lightly charred in spots and have started to burst, 12 to 15 minutes.Place the polenta on the grill and cook until lightly charred looking for nice grill marks, about 5 minutes per side, flipping once using a flat metal spatula. (Be careful not to flip the polenta too early because it will stick to the grill if it is not ready.) Remove from the heat and reserve. Toss the shrimp with the remaining 2 tablespoons oil and sprinkle liberally with salt and pepper. Grill until lightly charred in spots on both sides and just cooked through, 2 to 3 minutes total. Remove from the heat and reserve
The tomatoes should be ready to take off the grill as well. Carefully remove the tomatoes from the skewers and place directly into a small bowl. Use the back of a pair of tongs or a spoon to lightly smash the tomatoes so that they release their juices.
Place 2-3 pieces of polenta on each plate. In the center of the polenta, spoon a quarter of the tomatoes along with their juices, one quarter of the shrimp and a large dollop of the reserved butter mixture. The butter should melt nicely over the hot tomato shrimp. Garnish with the reserved parsley and wedges of lemon for squeezing on top of each serving.