Bring a large pot of salted water to a boil. Add the penne pasta and cook according to package instructions until al dente. Drain and set aside, reserving about 1/2 cup of pasta water.
In a large skillet, heat 1 tablespoon of olive oil over medium-high heat. Add the sliced red and yellow bell peppers. Cook, stirring occasionally, until the peppers are tender and slightly caramelized, about 6-8 minutes. Remove from the skillet and set aside.
Add the remaining tablespoon of olive oil to the same skillet. Toss in the chopped onion and garlic, cooking until fragrant and translucent, about 2-3 minutes. Add the diced chicken breast and sprinkle with Cajun seasoning. Cook until the chicken is browned and cooked through, approximately 6-7 minutes.
Reduce the heat to medium-low and pour in the heavy cream. Stir to combine, scraping up any browned bits from the bottom of the pan. Let the sauce simmer gently for 3-4 minutes until it begins to thicken.
Stir in the grated Parmesan cheese until melted and smooth. Return the roasted peppers to the skillet, mixing everything together. Add salt and pepper to taste. If the sauce is too thick, add a splash of reserved pasta water to reach your desired consistency.
Add the cooked penne pasta to the skillet, tossing to coat the pasta evenly with the creamy Cajun sauce and vegetables. Garnish with freshly chopped parsley before serving.
