Prep the shrimp and sausage: Pat shrimp dry with paper towels so they sear well.
Slice the sausage into rounds. Toss shrimp with half the Cajun seasoning, a pinch of salt, and a drizzle of oil.
Brown the sausage: Heat 1 tablespoon oil in a large skillet over medium-high. Add sausage and cook 3–4 minutes, flipping once, until browned and crisp at the edges.
Transfer to a plate, leaving drippings in the pan.
Sauté the veggies: Add the remaining oil. Toss in peppers, onion, and zucchini. Season with the rest of the Cajun seasoning, smoked paprika, black pepper, and a pinch of salt.
Cook 5–6 minutes, stirring occasionally, until lightly charred but still crisp-tender.
Add garlic: Stir in garlic and cook 30 seconds, just until fragrant. If the pan looks dry or browned bits are stuck, splash in a tablespoon of water or broth to deglaze and scrape up the flavor.
Cook the shrimp: Push veggies to the sides to make space. Add shrimp in a single layer.
Cook 1–2 minutes per side until pink and just opaque. Avoid overcooking.
Combine and finish: Return sausage to the skillet and toss everything together. Squeeze in lemon juice.
Taste and adjust salt, pepper, and heat (a pinch more Cajun seasoning or cayenne if you like).
Garnish and serve: Sprinkle with parsley and serve hot with lemon wedges. Enjoy as-is or pair with cauliflower rice.