Step 1: Preheat your oven to 400°F (200°C).
Step 2: In a large bowl, thoroughly mix Cajun seasoning, olive oil, lemon juice, minced garlic, paprika, dried thyme, dried oregano, salt, and black pepper.
Step 3: Toss peeled and deveined shrimp in the Cajun marinade, ensuring they're uniformly coated. Allow them to marinate for 15-20 minutes to absorb the flavors.
Step 4: Line a baking pan with parchment paper or aluminum foil for easy cleanup. Arrange the marinated shrimp on the baking sheet in a single layer, ensuring they don't touch.
Step 5: Bake the shrimp in the preheated oven for 8-10 minutes until they turn pink and opaque. Avoid overcooking to prevent a tough texture.
Step 6: Remove the baking sheet from the oven and add a splash of color by sprinkling chopped fresh parsley over the hot baked Cajun shrimp.
Step 7: Serve the Baked Cajun Shrimp hot, as an appetizer, over rice, or with crusty bread to soak up the flavorful juices left behind after baking in the Cajun seasoning.