Begin by preheating your oven to 400°F (200°C) to ensure it's hot and ready for roasting the shrimp and sausage.
In a large mixing bowl, combine the peeled and deveined shrimp, sliced sausage, red and yellow bell peppers, red onion wedges, and minced garlic.
Drizzle the olive oil evenly over the mixture. Then, generously sprinkle the Cajun seasoning, smoked paprika, salt, and black pepper.
Use your hands or a spatula to toss all the ingredients together until everything is well-coated with the oil and seasonings. Make sure the shrimp and vegetables are evenly mixed with the spices.
Next, spread the mixture in a single layer across a large sheet pan, ensuring that the shrimp and veggies are not overcrowded for optimal roasting.
Place the pan in the preheated oven and bake for approximately 20-25 minutes. Keep an eye on it: the shrimp should turn pink and opaque, while the sausage should be heated through. Stir the mixture halfway through the cooking time to allow for even roasting and caramelization.
Once cooked, carefully remove the pan from the oven and let it cool for a few minutes before serving.
Finish your dish by garnishing with freshly chopped parsley. Serve warm with lemon wedges on the side, allowing everyone to squeeze a splash of zesty lemon over their plates for that extra burst of flavor.
Notes
For a lighter alternative, use chicken or turkey sausage.