In a large skillet, heat ½ tablespoon olive oil over medium heat. Add onion and bell peppers. Season with salt and sauté until tender, about 5 minutes. Add garlic and corn and stir for 1 minute. Transfer vegetables to a bowl.
Add remaining 1/2 tablespoon of olive oil to the pan and add shrimp in a single layer and season with salt, pepper and Cajun seasoning. You may need to cook shrimp in a few batches. Cook until no longer pink, about 1-2 minutes per side.
Add vegetables back to pan with the shrimp, add lemon juice and toss to coat. Salt and pepper, as needed. Garnish with chopped parsley. Serve immediately.