In a large bowl, combine the shrimp, sliced sausage, bell peppers, red onion, and minced garlic.
Drizzle the olive oil over the mixture and sprinkle with Cajun seasoning, paprika, salt, and pepper.
Toss everything together until well-coated in the seasonings and oil.
Spread the mixture evenly across a large sheet pan.
Bake in the preheated oven for about 20-25 minutes, or until the shrimp are pink and opaque and the sausages are heated through. Stir halfway through the cooking time to ensure even roasting.
Remove from the oven and let it cool for a few minutes.
Garnish with fresh parsley and serve with lemon wedges on the side for an extra zing.
Notes
For a lighter option, use chicken or turkey sausage.