Prepare the Garlic Butter:**
- In a small bowl, mix together the softened butter, minced garlic, chopped parsley, salt, and black pepper until well combined. Set aside.
**Prepare the Shrimp:**
- In a medium bowl, toss the chopped shrimp with olive oil, lemon juice, and Old Bay seasoning (if using). Set aside.
**Assemble the Sandwiches:**
- Preheat a large skillet or griddle over medium heat.
- Spread one side of each slice of bread with the prepared garlic butter.
- On the non-buttered side of four slices of bread, evenly sprinkle half of the mozzarella and cheddar cheeses.
- Distribute the chopped shrimp over the cheese, and then top with the remaining cheese.
- Place the remaining slices of bread on top, buttered side up.
**Cook the Sandwiches:**
- Place the assembled sandwiches in the preheated skillet or on the griddle. Cook for 3-4 minutes on each side, or until the bread is golden brown and crispy, and the cheese is melted and gooey.
- If the bread is browning too quickly before the cheese has melted, reduce the heat slightly.
**Serve:**
- Remove the sandwiches from the skillet and allow them to cool slightly.
- Optionally, sprinkle the tops with grated Parmesan cheese for an extra layer of flavor.
- Slice each sandwich in half and serve hot, enjoying the combination of cheesy, garlicky goodness with the tender, flavorful shrimp.