Heat oil in a large Dutch oven over medium-high heat.
Add sausage and cook until ends begin to turn brown, about 5 minutes.
Mix in yellow onion and reduce heat to medium.
Season with Cajun seasoning to taste and continue cooking until onion begins to soften and sausage is browned, about 5 minutes.
Add cabbage and continue cooking until edges begin to brown, 5 to 10 minutes.
Add chicken stock and continue cooking until liquid has reduced by about half, about 5 minutes.
Stir in heavy cream and Parmesan cheese and continue cooking until mixture begins to thicken, about 5 minutes.
