Bring a large pot of salted water to a boil, cook the fettuccine according to package directions until al dente, drain, and set aside.
Heat the olive oil in a large high-sided skillet over medium-high heat.
Toss the shrimp with the Cajun seasoning, add to the hot skillet, and cook about 4–5 minutes until pink and cooked through; transfer the shrimp to a plate and set aside.
In the same skillet, add the sliced Andouille sausage and diced onion and sauté until the onion is translucent and the sausage begins to brown, about 4–5 minutes.
Add the minced garlic and cook for about 30 seconds until fragrant.
Pour in the chicken stock and scrape up any browned bits from the bottom of the pan.
Add the heavy cream, grated Parmesan, black pepper, and cayenne; stir to combine and simmer over medium heat until the sauce begins to thicken, about 5 minutes, stirring frequently to prevent scorching.
Return the cooked shrimp to the skillet, add the drained fettuccine, and toss gently to coat. If the sauce is too thick, thin with a little milk; if too thin, simmer a bit longer until desired consistency is reached.
Serve immediately with a sprinkle of minced parsley, if desired.