Make the marinade: In a bowl, whisk together the garlic, oregano, zest, brandy, salt, and pepper. Gradually whisk in the olive oil. Makes about 1 1/4 cups.
Put the garlic cloves in a small saucepan, cover with ¼ cup olive oil, and bring to a simmer over medium heat. As soon as the oil comes to a simmer, turn the heat to very low and cook the garlic, stirring occasionally, until soft and very lightly browned, 10 to 12 minutes.
Drain the garlic cloves and set aside. Reserve the garlic oil for another use.
Stuff each olive with a garlic clove, cutting the olive open a little if necessary.
Nestle a stuffed olive into the curve of each shrimp. Thread 3 olive-stuffed shrimp onto each skewer. Be sure to pass the skewer first through the tail of the shrimp, then through the garlic-stuffed olive, then through the head of the shrimp so everything is securely skewered.
Fire up the grill.
Place the skewers in a nonreactive pan and cover them with the marinade. Marinate the skewers for 15 to 30 minutes. Remove the skewers from the pan, shaking off the excess marinade, and season them on both sides with salt and pepper.
Brush the grill with oil. Grill the skewers over direct heat, with the lid off, turning them as needed, until cooked through, about 5 minutes.
If you’re not sure whether they’re cooked through, take a skewer off the grill and cut into the thickest part of a shrimp with a small knife—it should be opaque all the way through. Squeeze the lemon over the skewers right before you take them from the grill.
Pile the skewers on a platter and top with the parsley salad.