Pat the shrimp dry. Moisture makes them steam instead of sear. Add 1 tablespoon olive oil and 1 tablespoon Cajun seasoning to the shrimp. Toss to coat and set aside while you prep the veggies.
Preheat the skillet. Heat a large skillet over medium-high heat.
Add 1 tablespoon olive oil. When it shimmers, add the shrimp in a single layer. Cook 1–2 minutes per side until just opaque and lightly browned.
Remove to a plate.
Sauté the aromatics. Lower heat to medium. Add butter to the skillet. Add the onion and peppers with a pinch of salt.
Cook 3–4 minutes until softened and a little charred at the edges.
Add zucchini and spices. Stir in zucchini, garlic, the remaining 1 tablespoon Cajun seasoning, smoked paprika, and red pepper flakes if using. Cook 3–4 minutes, stirring occasionally, until zucchini is just tender but not mushy.
Return the shrimp. Add the shrimp back to the pan. Squeeze in lemon juice and toss for 30–60 seconds to warm through.
Taste and season with salt and pepper as needed.
Finish and serve. Remove from heat. Sprinkle with parsley. Serve hot with extra lemon wedges.