Warm up the oil in a large skillet over medium-high heat. Season the steaks with cajun seasoning, then sear them until they're nicely browned on both sides and cooked to your preferred doneness. Remove and set aside.
Reduce the heat to medium, add the butter, and let it melt. Add the shrimp and cook for about 1-2 minutes on each side until they turn pink. Remove and set aside.
Add the chopped garlic to the skillet, cooking until it becomes aromatic, roughly a minute.
Pour in the chicken broth and use a wooden spoon to scrape up the browned bits from the skillet's bottom as the broth sizzles.
Stir in the heavy cream, dijon mustard, and cajun seasoning. Bring the mixture to a boil, then lower the heat and let it simmer for a minute.
Add the grated cheese, stirring until it melts smoothly into the sauce.
Mix in the lemon juice, chopped parsley, and cooked shrimp. Pour the sauce over the steaks and serve.