Preheat oven to 400 degrees F. Toss diced potatoes in 1 teaspoon or so of Cajun seasoning, with 1 tbsp of oil and roast for 10-12 minutes. Alternatively, you can boil the potatoes in a pot of water for 10-12 minutes as well.
While potatoes roast or boil, to a large bowl add the shrimp, sausage, yellow onion, zucchini, celery, and bell peppers. Add avocado oil and cajun seasoning and toss to combine. Once potatoes are par-baked or boiled, toss to same bowl and mix well.
Divide the ingredients equally among 4 packets; place all the ingredients into the center of the foil. Wrap the foil tightly around the shrimp, sausage and veggies.
Bake at 400 degrees for 15-20 minutes or until shrimp and vegetables are cooked through. Carefully open packets and squeeze fresh lemon juice over shrimp. Top with Parmesan cheese, if using.