Preheat the oven to 425 degrees.
Prepare all of the ingredients: chop the potatoes into quarters, slice the sausage to 1/2 inch thick rounds, rough chop the onion into bite size pieces, and cut the corn into quarters, then in half so that there is a flat side.
Use two large sheet pans for this to get better surface area, everything will brown more evenly this way. Place 1/2 of the shrimp, potatoes, sausage, corn, and onion on one of the sheet pans. Then do the same with other half on the other sheet pan.
Dice the garlic and sprinkle it among the two pans. Next, season both pans by drizzling with the olive oil, salt, and the cajun seasoning. Use your hands to toss everything around until all of the seafood and veggies are evenly coated in the oil and seasoning.
Roast for 20-25 minutes, until everything is lightly golden brown.
Garnish with chopped parsley and a squeeze of lemon and serve with your desired dipping sauce.