Bring a large pot of salted water to a boil. Add the penne and cook until al dente, which should take about 10-12 minutes. Drain the pasta and set it aside.
In a skillet, heat the olive oil over medium-high heat. Season the chicken with Cajun seasoning and cook until it is golden brown, roughly 4-5 minutes. Remove the chicken from the skillet and keep it warm.
Using the same skillet, add the shrimp and cook them until they turn pink and opaque, which will take about 2-3 minutes. Set the cooked shrimp aside with the chicken.
Add more olive oil to the skillet, then sauté the sausage for 2 minutes. Next, add the bell peppers, onion, and garlic; cook until the vegetables are tender, approximately 4 minutes.
Pour in the heavy cream and allow it to simmer for 2-3 minutes. Stir in the Parmesan cheese until it melts, and adjust the seasoning with salt and pepper to taste.
Combine the chicken, shrimp, and pasta into the skillet, tossing everything together and heating through for 1-2 minutes.
Finish with a sprinkle of chopped parsley and serve the dish either plated or family style.