Preheat grill to 375°.
Melt butter and cajun seasoning in the microwave for 30 seconds.
Separate the seasoned butter into three separate bowls with equal amounts.
Cut each corn cob into four pieces.
Half or quarter the baby potatoes.
Toss the corn and potatoes with one of the small bowls of seasoned butter, cover with plastic wrap, and microwave for 2 minutes.
Carefully remove corn and potatoes from the microwave, remove plastic wrap and let them rest for 5 minutes.
While corn and potatoes are resting clean and devein shrimp and remove the shells.
Keep the tails on the shrimp to make them studier for skewering.
Spray metal skewers with non-stick cooking spray.
Skewer corn, potatoes, shrimp, and sausage onto skewers.
Brush the skewers with the second bowl of seasoned butter.
Grill for 10 minutes, flip, brush with the remaining seasoned butter from the second bowl, and grill for another 6-8 minutes.
To serve, brush with the last bowl of seasoned butter, garnish with fresh parsley and lemon wedges.