Preheat the oven to 400°F. Wash and dry the potatoes, then rub them with oil and coat evenly with kosher salt. Place directly on the oven rack or a baking sheet and bake for 50 to 60 minutes, until fork tender.
In a bowl, combine the shrimp with Cajun seasoning, garlic powder, onion powder, smoked paprika, and black pepper. Toss until evenly coated.
Heat a skillet over medium-high heat and add butter and olive oil. Once hot, cook the shrimp for 1 to 2 minutes per side until pink and slightly curled. Add the garlic during the last 30 seconds. Remove from skillet and set aside.
In the same skillet, melt butter over medium heat. Whisk in the flour and cook for about 1 minute. Slowly add the cream, whisking continuously until smooth. Let it cook for 2 to 3 minutes until slightly thickened. Stir in cheese, Cajun seasoning, smoked paprika, and black pepper until creamy.
Slice open each baked potato and fluff the inside with a fork. Add butter, sour cream, shredded cheese, and a pinch of salt and pepper. Mix lightly inside the shell until creamy.
Fill each potato with shrimp, then spoon over the Cajun cheese sauce. Top with extra cheese, green onions, parsley, and bacon bits if desired. Finish with a light sprinkle of Cajun seasoning.