Preheat the grill to medium-high heat (about 425° F)
Bring a large pot of salted water to a boil and add corn and cut potatoes. Cook for 5 minutes and then remove from heat and drain. Set aside.
Place 4-6 large pieces of heavy-duty aluminum foil on the counter (about 18” long)
In a large bowl, toss together the shrimp, sausage, red peppers, potatoes, corn cobs, olive oil, and cajun seasoning until everything is evenly coated.
Divide the mixture between the four pieces of foil, piling it in the center of each piece.
Fold the long sides of the foil together over the top of the mixture, turning it over twice to seal the contents. Fold up the ends and seal the packet closed.
Repeat for all the packets.
Place the foil packets on the grill and cook undisturbed for 10-14 minutes, or until the shrimp are cooked through.
Open the foil packets carefully and serve hot with chopped parsley