Add shrimp and lemon juice to a bowl, stirring to coat. Set aside.
In a large saucepan, bring broth to a low boil. Keep warm on low heat.
In a large dutch oven or pot, heat olive oil over medium heat. Add chopped leek, garlic, and shallot. Cook, stirring, until leek is cooked through. Season with salt and pepper to taste and transfer to a bowl for later. Add shrimp to dutch oven and cook, stirring, until shrimp are pink and cooked through. Remove to bowl that leeks are in.
In same dutch oven, add brown rice and stir until rice in slightly toasted. Add white wine and scrape the bottom of the pan with a wooden spoon to deglaze, if necessary. Continue to stir until the liquid is absorbed.
Ladle broth into rice, one ladle full at a time, stirring until each is absorbed before adding the next. Eventually you will end up with full cooked, creamy rice. If it seems like it will never be done, just keep adding liquid and stirring!
Once rice is done, stir in cooked leeks and shrimp, parmesan, milk, and salt and pepper to taste. Continue cooking until warmed through. Dish into bowls and enjoy!