Season the steaks with salt and pepper on both sides.
Heat olive oil in a skillet over medium-high heat.
Sear the steaks for 3-4 minutes per side for medium-rare (adjust for desired doneness). Remove steaks and set aside.
In the same skillet, add shrimp and sprinkle with Cajun seasoning.
Cook for 2-3 minutes, until shrimp turn pink. Remove and set aside.
Reduce the heat to medium and add garlic to the skillet. Sauté until fragrant.
Stir in heavy cream, chicken broth, Parmesan cheese, Cajun seasoning, and smoked paprika. Simmer for 3-5 minutes until the sauce thickens.
Return the shrimp to the skillet and stir to coat in the sauce.
Plate the steaks and spoon the creamy Cajun shrimp sauce over each.
Garnish with parsley if desired.