Move the oven rack to the middle position and preheat the oven to 425°F.
Line a rimmed baking sheet with parchment paper.
BAKE POTATOES:
Rub the potatoes with the oil and salt.
Place on a baking sheet and bake for 50 - 60 minutes, until a fork can easily be inserted into the middle of the potatoes.
COOK THE SHRIMP:
During the last 10-15 minutes of the potatoes baking, melt a tablespoon of butter and cook the shrimp for 2 minutes on each side or until they turn pink.
Season with the cajun seasoning and the Old Bay spice.
Remove the shrimp from the pan.
MAKE CREAMY CAJUN SAUCE:
Melt the remaining butter and cook the garlic for 1 minute.
Then stir in the bouillon and heavy cream. Heat until it starts to simmer.
Remove from the heat and stir in the Parmesan, asiago cheese, and lemon juice.
Add the shrimp back into the sauce and stir to coat.
TO FINISH:
Cut the potatoes open and spoon the shrimp and sauce over the potatoes.
Top with parsley and green onion, and serve.
Notes
Do not wrap the potatoes in tin foil. They will get a nice crispy skin on them if left unwrapped.
Cut the baked potatoes open and use a fork to fluff the potatoes before filling them with the creamy shrimp sauce.