Cook linguine according to package instructions until al dente.
Heat olive oil in a large skillet over medium heat.
Sauté the onion and bell pepper until soft, about 5 minutes.
Add minced garlic and sauté for an additional minute.
Stir in the Cajun seasoning, then add the shrimp, cooking until shrimp are pink.
Pour in the heavy cream and bring to a gentle simmer.
Add grated Parmesan cheese, stirring until melted and combined.
Combine cooked linguine with the sauce, adding reserved pasta water as needed.
Season with salt and pepper to taste, and garnish with parsley before serving.