In a bowl, toss the raw shrimp with the Cajun seasoning and olive oil until every piece is evenly coated.

Fill a large pot with water, add the kosher salt, and bring to a rolling boil. Meanwhile, set a wide skillet over medium-high heat.

Drop the penne into the boiling salted water and cook until al dente. Before draining, ladle out at least 1/2 cup of the pasta cooking water and keep it handy. Drain the pasta and set it aside.

Once the pasta is in the water, melt the butter in the hot skillet. Add the seasoned shrimp in a single layer and sear until golden on both sides, flipping just once. Work in two batches if needed to avoid crowding. Transfer the shrimp to a plate and lower the heat to medium.

Pour the heavy cream into the same skillet and scrape the browned bits from the bottom with a flat wooden spoon. Let the cream bubble at the edges, then reduce the heat to low and stir in the Parmesan until smooth and melted.

Return the cooked pasta and shrimp to the skillet and toss to coat in the sauce. If it looks tight, add the reserved pasta water a tablespoon at a time until the sauce reaches the consistency you like. Taste and add salt only if needed.