Start by gathering all your ingredients. Peel and devein the shrimp, slice the Andouille sausage, and chop the vegetables. This will make the cooking process much smoother.
In a large skillet, heat 2 tablespoons of olive oil over medium heat. Once hot, add the sliced Andouille sausage and sauté for about 3-4 minutes until it starts to brown.
Add the diced onion, minced garlic, and chopped bell peppers to the skillet. Sauté for another 5 minutes, until the vegetables are tender and the onions are translucent.
Next, add the sliced mushrooms and chopped okra to the skillet. Cook for an additional 3-4 minutes, stirring occasionally until the mushrooms are soft.
Sprinkle the Cajun seasoning over the mixture, stirring to combine everything evenly. Let the spices bloom for about a minute, enhancing the flavor of the dish.
Gently fold in the peeled and deveined shrimp. Cook for about 2-3 minutes, or until the shrimp turn pink and opaque.
Pour in the chicken broth and bring to a simmer. Then add the heavy cream and stir well. Allow the mixture to simmer for 5 minutes, letting the flavors meld together.
Stir in the grated Parmesan cheese until it melts into the sauce. This will add richness and a delightful creaminess to your dish.
Once everything is well combined and heated through, remove from heat. Serve your Cajun Shrimp and Sausage hot, garnished with fresh herbs if desired. Enjoy this flavorful dish with rice or crusty bread to soak up the creamy sauce!