Toss chicken with Cajun seasoning. In a large saucepan, heat oil over medium heat; saute chicken until browned, 2-3 minutes. Remove from pan.
In same pan, saute sausage until browned, 1-2 minutes. Add red pepper, celery and onion; cook and stir 2 minutes. Stir in tomato sauce; cook 30 seconds. Stir in bulgur, broth, water, chicken and, if desired, cayenne; bring to a boil. Reduce heat; simmer, covered, until bulgur is tender and liquid is almost absorbed, about 10 minutes, stirring occasionally.
