Prep and preheat: Heat the oven to 375°F (190°C). Lightly grease a 9x13-inch baking dish with cooking spray or butter. Pat the shrimp dry and season with a pinch of salt, pepper, and half the smoked paprika.
Sauté aromatics: Warm 2 tablespoons olive oil in a large skillet over medium heat.
Add onion and bell pepper with a pinch of salt. Cook 5–6 minutes until soft. Stir in garlic and cook 30–60 seconds until fragrant.
Wilt the greens: Add spinach to the skillet and cook until just wilted (about 1–2 minutes).
If using frozen spinach, stir until heated through.
Make the creamy base: Lower heat. Stir in broth, Greek yogurt, Dijon, remaining smoked paprika, red pepper flakes (if using), lemon zest, and half the lemon juice. Warm gently, then fold in Parmesan until it melts.
Taste and season well with salt and pepper. The sauce should be savory and bright.
Combine with rice: Add the cooked rice to the skillet. Fold to coat every grain.
If it looks too thick, splash in a bit more broth to loosen; it should be creamy but scoopable.
Add shrimp: Fold in the seasoned shrimp and most of the parsley. The shrimp will finish cooking in the oven, so don’t cook them on the stovetop.
Assemble: Transfer the mixture to the prepared baking dish. Sprinkle mozzarella on top.
For extra crunch, mix panko with a teaspoon of olive oil and a tablespoon of Parmesan, then scatter over the cheese.
Bake: Bake uncovered for 14–18 minutes, until the shrimp are opaque and just cooked through and the top is lightly golden. Avoid overbaking to keep the shrimp tender.
Finish: Squeeze the remaining lemon juice over the casserole. Let it rest 5 minutes so it sets slightly.
Top with extra parsley and a little more Parmesan if you like.
Serve: Scoop into bowls and enjoy hot. Add a side salad or steamed broccoli for more veggies.