Preheat the grill to medium-high heat (about 450°F).
Cut four 12 x 12-inch pieces of heavy-duty aluminum foil and lightly coat each piece with nonstick cooking spray.
Evenly divide the steak, shrimp, corn, cherry tomatoes, red onion, and lemon wedges among the foil sheets.
Sprinkle the garlic, Old Bay seasoning, thyme, cumin, and black pepper evenly over each packet. Drizzle the melted butter over the top.
Fold the foil tightly around the ingredients and seal the edges to create closed packets.
Place the foil packets directly on the grill. Cook for 15-20 minutes, flipping the packets halfway through cooking, until the shrimp are pink and opaque and the steak reaches your preferred doneness (130°F for medium-rare, 140°F for medium).
Carefully open the packets, garnish with fresh parsley, and serve immediately.
Notes
You can also bake these packets for 15-20 minutes at 425 degrees F. Refrigerate the leftovers in an airtight container for up to 3 days.