Pat the steaks dry with paper towels and season both sides generously with 1 tablespoon of the Cajun seasoning.
Heat olive oil in a large cast-iron skillet over medium-high heat until it begins to smoke slightly.
Place steaks in the skillet and sear for 4 to 5 minutes per side for medium-rare (internal temperature of 135°F/57°C). Remove steaks from the pan and tent with foil to rest.
Lower the skillet heat to medium. Add 1 tablespoon of butter and the shrimp. Season shrimp with 1/2 tablespoon of Cajun seasoning and sauté until pink and opaque, approximately 2 minutes per side. Remove shrimp and set aside.
Add the remaining 1 tablespoon of butter to the skillet. Sauté the minced garlic and shallot for 1 minute until fragrant.
Pour in the heavy cream and the remaining 1/2 tablespoon of Cajun seasoning. Simmer for 3 to 4 minutes, whisking constantly, until the sauce reduces and thickens.
Whisk in the Parmesan cheese and lemon juice until the sauce is smooth and the cheese has melted.
Return the shrimp to the skillet to coat them in the sauce.
Serve the rested steaks topped with the creamy Cajun shrimp mixture and garnish with fresh parsley.