Preheat your grill to medium heat (about 375°F) or preheat your oven to 400°F.
- Prepare four large pieces of aluminum foil. Place a large piece of foil on a flat surface for each packet.
- In a large mixing bowl, combine the shrimp, corn, potatoes, sausage, olive oil, Cajun seasoning, garlic powder, smoked paprika, cayenne (if using), salt, and pepper. Toss everything together until the shrimp and vegetables are well-coated with the seasoning mixture.
- Divide the mixture evenly among the four foil sheets. Place 1/2 tablespoon of butter on top of each packet, then fold the foil over the ingredients to seal it, creating a tightly sealed packet.
- Place the foil packets on the grill or on a baking sheet if using the oven. Grill or bake for 20-25 minutes, or until the shrimp are pink and opaque, the potatoes are tender, and the corn is cooked through.
- Carefully open the foil packets (be cautious of the steam) and garnish with fresh parsley and lemon wedges before serving.