Instructions. In a large bowl add the shrimp, sausage, zucchini, yellow squash, asparagus, bell pepper and salt and pepper.Add olive oil and cajun seasoning and toss until coated. Add to a large skillet and turn to medium high. Cook for about 5-7 minutes until the shrimp is pink and the vegetables are tender. Place a large cast-iron skillet over medium-high heat and add the olive oil.