Place the shrimp in a large bowl and coat with the olive oil, garlic, and lemon juice.
Season with the salt and pepper.
Cover the bowl with plastic wrap and let it marinate in the refrigerator for at least 1 hour. It can be in the refrigerator for up to 3 hours.
Drain off any excess marinade, so the shrimp is not overcoated.
Mix the cheese and bread crumbs in a bowl and toss batches of the marinated shrimp in the bowl. Gently press the breadcrumb mix into the shrimp if needed.
Preheat the air fryer for 390°F for 2 minutes. Spread the shrimp on the trays.
Cook at 390°F for 12 minutes. Swap tray positions halfway through.
Serve on a plate and garnish with parsley.