Heat the oil in a large skillet or cast-iron pan over medium-high heat. Season the steak generously with Cajun seasoning and sear until browned on both sides and cooked to your desired doneness. Remove and set aside.
Reduce heat to medium. Add butter, then cook shrimp for 1–2 minutes per side until just pink. Remove and set aside.
Add garlic to the pan and sauté until fragrant, about 1 minute.
Pour in the chicken broth and deglaze the pan, scraping up browned bits.
Stir in heavy cream, Dijon mustard, and Cajun seasoning. Bring to a gentle boil and simmer for 1 minute.
Add Parmesan cheese and stir until melted and smooth.
Finish with lemon juice, parsley, and shrimp. Spoon the creamy Cajun shrimp sauce over the steaks and serve immediately.