Drizzle each with 1 tablespoon of the wine and about 1/2 tablespoon of the oil. Fold each piece of the foil to form a packet, sealing tightly and leaving a little room inside for air to circulate in the packet. The packets may be refrigerated (or frozen) at this stage.
To cook, preheat the oven to 425F. Arrange the packets on a baking sheet and cook until the shrimp is cooked through and the vegetables are crisp-tender, 13 minutes. Open the packets slowly, being careful of the hot steam. Transfer the shrimp, vegetables, and sauce that has accumulated to individual bowls or rimmed plates.
To freeze and heat:
Place uncooked packets into sealable plastic bags, keeping them level and upright. (Two packets fit well into a gallon sized bag). Freeze for up to two (2) months. There is no need to thaw before cooking.
Remove the frozen packets from the bags and place them on a baking tray in a cold oven set to 425F.
Once oven comes to temperature, continue to cook for 35-40 minutes.