In a medium bowl, toss the raw shrimp with the Cajun seasoning and olive oil until well coated. Set aside while you start the pasta.

Bring a large pot of water to a boil and add the kosher salt. At the same time, heat a large skillet over medium-high heat.

Once the water is boiling, add the penne and cook according to package directions until al dente. Before draining, reserve at least 1/2 cup of the starchy pasta water. Drain the pasta and set it aside.

As soon as the pasta goes into the pot, melt the butter in the hot skillet. Add the seasoned shrimp in a single layer and cook until golden brown on each side, turning only once. If needed, cook the shrimp in two batches to avoid crowding. Transfer the cooked shrimp to a clean plate and reduce the skillet heat to medium.

Pour the heavy cream into the skillet and scrape the bottom with a flat wooden spoon to release any browned bits. Let the cream bubble around the edges, then reduce the heat to low and stir in the Parmesan cheese until it melts into a smooth sauce.

Return the drained pasta and cooked shrimp to the skillet and toss to coat. If the sauce needs thinning, add the reserved pasta water one tablespoon at a time until you reach the desired consistency. Taste and add extra salt only if needed.