If using wooden skewers, soak them in water for at least 30 minutes before grilling. This helps keep them from burning once they hit the hot grill. Metal skewers can be used right away.
Par-cook the corn before building the skewers. Boil the corn rounds for 5–6 minutes, or microwave them covered with a splash of water for 3–4 minutes. Let the corn cool enough to handle before threading it onto the skewers.
In a bowl, combine the melted butter, olive oil, Cajun seasoning, smoked paprika, garlic powder, onion powder, black pepper, lemon pepper, minced garlic, parsley, lemon juice, and cayenne if using. Stir until the Cajun garlic butter is fully mixed.
Pat the shrimp dry with paper towels, then toss them with a few spoonfuls of the Cajun garlic butter. Do not marinate the shrimp too long because the lemon juice can affect the texture. About 10–15 minutes is enough.
Thread the skewers by alternating corn, sausage, shrimp, pepper, shrimp, and sausage. Do not pack the ingredients too tightly. Leaving a little space between each piece helps the heat reach all sides and gives everything better grill flavor.
Preheat your Recteq to 400°F with the lid closed. Once the grill is hot, place the skewers directly on the grill grates. Cook for about 3–4 minutes per side, turning once or twice as needed.
Brush the skewers with more Cajun garlic butter as they cook. The shrimp are done when they turn pink, opaque, and firm, or when they reach about 145°F. The sausage should be browned and hot, and the corn should have light char.
Remove the skewers from the grill and brush them one more time with warm Cajun garlic butter. Finish with chopped parsley and a squeeze of fresh lemon. For the quick sauce, mix the mayo, hot sauce, Cajun seasoning, lemon juice, and honey in a small bowl and serve alongside the skewers.