Preheat oven to 375 F.
Spread the vegetables onto a large rimmed baking sheet in one layer (you may need two sheets for this), then season with the salt and Cajun seasoning. Toss with olive oil and bake for 35 minutes.
While the vegetables are baking, make the remoulade by whisking all of the ingredients together in a medium-sized bowl.
Add the shrimp to another medium-sized bowl and toss with half of the remoulade sauce.
Once the vegetables have finished baking, remove from the oven and toss, scraping up from the bottom of the pan. Place the shrimp and sausage on top of the vegetables.
Return the pan to the oven and bake for 15 minutes at 375 F.
Remove pan from the oven, let cool for about 5 minutes, garnish with dried parsley, and serve with additional remoulade sauce.