1Heat the oven to 425°F with a rack in the center. Line a large rimmed sheet pan with parchment if you like easy cleanup.
2Toss the potatoes, corn, and onion wedges on the pan with the olive oil, 1 tablespoon of the Cajun seasoning, the smoked paprika, and a small pinch of salt. Spread everything in a single layer, cut sides of the potatoes facing down.
3Roast for 20 minutes, until the potatoes are just starting to soften and brown on the bottom.
4While that roasts, stir the melted butter, garlic, lemon juice, and the remaining 1 tablespoon Cajun seasoning together in a small bowl. Pat the shrimp dry and toss them in about half of this butter.
5Pull the pan out and scatter the sausage coins over the vegetables. Roast 8 more minutes, until the sausage sizzles and the potatoes are fork-tender.
6Nestle the shrimp across the pan and roast for 6 to 8 minutes, until they are pink, curled, and opaque throughout.
7Drizzle everything with the rest of the Cajun butter and toss gently right on the pan. Taste and add salt if needed, since the sausage and seasoning are already salty.
8Top with parsley and serve straight from the pan with lemon wedges for squeezing.