Line a 3-1/2- or 4-quart slow cooker with a disposable liner. Stir together cream cheese, fontina cheese, and Parmesan cheese in cooker. Stir in half-and-half, green onions, wine, mustard, and cayenne pepper.
Cover and cook on low-heat setting for 3 hours or on high-heat setting for 1-1/2 hours.
Thaw shrimp, if frozen. Chop shrimp. Stir shrimp and lemon peel into cheese mixture.
Serve immediately or keep warm, covered, on warm setting or low-heat setting for up to 2 hours. Serve with vegetables. Makes 15 servings.