Cook the pasta. Bring a large pot of salted water to a boil. Then, add the penne pasta and cook according to the package instructions until al dente, typically about 9-11 minutes. Next, drain the pasta, reserving about ¼ cup of the pasta water, and set both aside.
Season the shrimp. In a small bowl, combine the Cajun seasoning and shrimp, making sure all shrimp are evenly coated. Set aside to let the flavors absorb while you prepare the sausage.
Cook the sausage and shrimp. Heat a large cast iron skillet over medium heat. Once the skillet is hot, add the sliced andouille sausage. Then, cook for 3-5 minutes, allowing the sausage to brown on both sides without stirring constantly. Next, add the seasoned shrimp to the skillet and cook for about 2 minutes, flipping halfway, until the shrimp turn pink and are fully cooked. Transfer the cooked sausage and shrimp to a clean plate and set aside.
Make the cream sauce. Reduce the heat to low and add the butter to the skillet. Once melted, pour in the heavy cream. The cream will bubble slightly—stir the mixture, scraping up any browned bits from the bottom of the skillet. Then, stir in the lemon zest and grated parmesan cheese. Allow the sauce to simmer gently for 1-2 minutes, stirring occasionally, until it thickens slightly and can coat the back of a spoon.
Combine the sausage, shrimp, and pasta. Return the cooked sausage and shrimp to the skillet, stirring to combine with the cream sauce. Then, taste and adjust the seasoning with salt and pepper if needed. Next, add the cooked pasta to the skillet, stirring well to make sure the pasta is evenly coated with the sauce. If the sauce feels too thick, add a splash of the reserved pasta water to loosen it up.
Serve. Serve immediately, garnished with freshly chopped parsley and extra parmesan cheese if you want.