Pat the shrimp dry. Sprinkle with a pinch of salt, pepper, and 1/2 teaspoon Cajun seasoning. This helps them sear better and infuses flavor from the start.
Brown the sausage. Heat the olive oil in a large skillet over medium-high heat.
Add sliced sausage and cook 3–4 minutes until lightly browned. Transfer to a plate, leaving the drippings in the pan.
Sauté the veggies. Add onion and bell peppers to the skillet. Cook 4–5 minutes until softened and slightly charred at the edges.
Stir in garlic for 30 seconds, just until fragrant.
Build the Cajun base. Sprinkle in the Cajun seasoning and smoked paprika. Stir to coat the veggies so the spices bloom in the oil.
Make the sauce. Pour in the chicken broth and scrape up any browned bits. Reduce heat to medium.
Stir in heavy cream, cream cheese, Dijon, and hot sauce. Simmer 3–4 minutes, stirring, until the sauce is smooth and slightly thickened.
Add the shrimp and sausage. Return the sausage to the pan and nestle in the seasoned shrimp. Simmer 3–4 minutes, flipping shrimp once, until they turn pink and opaque.
Don’t overcook.
Finish and season. Squeeze in the lemon juice. Taste and adjust with salt, pepper, and more Cajun seasoning if needed. The sauce should be creamy, slightly spicy, and bright.
Serve. Spoon over rice, pasta, or cauliflower rice.
Garnish with parsley or green onions and serve hot.