Stir together Cajun seasoning, salt, and pepper in a small bowl. Heat 1 tablespoon of the olive oil in a large cast-iron skillet over medium-high. Add okra, bell pepper, and onion. Sprinkle with 2 teaspoons of the seasoning mixture, and cook, stirring often, until okra is lightly charred and pepper and onion slices are starting to get tender, 4 to 6 minutes. Transfer mixture from skillet to a bowl.
Without wiping skillet, add remaining 1 teaspoon oil to skillet. Pat shrimp dry, and toss with remaining seasoning mixture. Add shrimp to skillet, and cook, stirring often, until shrimp are opaque, 3 to 4 minutes.
Return vegetables to skillet, and add parsley, lemon juice, and butter. Toss quickly in skillet until butter melts. Serve over rice.
