Season the shrimp: Pat shrimp dry.
Toss with 1 teaspoon Cajun seasoning and a pinch of salt. Set aside.
Brown the sausage: Heat olive oil in a large skillet over medium-high. Add sausage and cook 3–4 minutes per side until edges are browned.
Transfer to a plate.
Sauté the veggies: Reduce heat to medium. Add butter, onion, and peppers. Cook 5–6 minutes until softened and lightly caramelized, stirring often.
Add garlic and cook 30 seconds until fragrant.
Build the spice base: Stir in remaining Cajun seasoning, smoked paprika, black pepper, and a small pinch of salt. Cook 30 seconds to bloom the spices.
Deglaze: Pour in chicken broth and scrape up browned bits. Simmer 2 minutes to reduce slightly.
Make it creamy: Stir in heavy cream and Dijon.
Bring to a gentle simmer. If using Parmesan, add it now and stir until melted. Taste and adjust seasoning.
Cook the shrimp: Nestle seasoned shrimp into the sauce in an even layer.
Simmer 2–3 minutes per side until pink and opaque. Do not overcook.
Finish and return sausage: Add sausage back to the skillet and toss to coat. Squeeze in lemon juice.
Simmer 1 minute more to marry flavors.
Garnish and serve: Turn off heat. Sprinkle with parsley or green onions. Serve hot over rice, pasta, or your favorite base.