1. Stir together vinegar, ½ cup olive oil, 1 tablespoon salt, and coriander seeds in a medium saucepan; bring to a boil over high. Add shrimp, onion, and jalapeño. Cover pan, and remove from heat; let stand 20 minutes, stirring once after 10 minutes.
2. Meanwhile, preheat grill to high (450°F to 500°F). Brush watermelon quarters with remaining 2 tablespoons oil, and sprinkle with remaining ½ teaspoon salt. Place watermelon on grill grates, and grill, uncovered, until slightly softened and grill marks appear, about 4 minutes per side. Transfer to a platter.
Using a slotted spoon, top watermelon wedges evenly with pickled shrimp mixture. Spoon a few tablespoons of pickling liquid over top of each, and garnish with parsley. Serve immediately with lime wedges.