Bring a large pot of salted water to a boil. Add the penne pasta and cook according to package instructions until al dente, usually about 10-12 minutes. Reserve 1/2 cup of pasta water, then drain the pasta and set aside.
While the pasta cooks, heat 1 tablespoon of olive oil in a large skillet over medium heat. Add the sliced turkey sausage and cook for about 4-5 minutes until browned and heated through. Remove the sausage from the skillet and set aside.
In the same skillet, add the remaining tablespoon of olive oil. Toss in the minced garlic and sauté for 30 seconds until fragrant. Add the shrimp and sprinkle with 1 teaspoon of Cajun seasoning, salt, and pepper. Cook for 2-3 minutes on each side until the shrimp turn pink and opaque. Remove shrimp and set aside with the sausage.
Lower the heat to medium-low and pour the heavy cream into the skillet. Stir and scrape any browned bits from the bottom of the pan. Bring the cream to a gentle simmer, then slowly whisk in the grated Parmesan cheese until the sauce thickens slightly, about 3-4 minutes. Season with additional salt, pepper, and a pinch more Cajun seasoning if desired.
Return the cooked shrimp and turkey sausage to the skillet with the Alfredo sauce. Add the drained penne pasta and toss to coat everything evenly. If the sauce feels too thick, stir in a splash of the reserved pasta water to loosen it to your preferred consistency.
Transfer the Cajun Shrimp & Turkey Sausage Penne Alfredo to serving plates. Sprinkle with sliced green onions for a fresh, colorful finish. Serve immediately and enjoy!