Heat oil in a large skillet over medium high heat. Add the onion, garlic, and peppers and cook until softened, about 5 to 8 minutes.
Season with half of the Cajun seasoning and then stir in the rice. Cook for about 1 to 2 minutes, stirring often. Add the chicken stock and bring to a simmer.
Cover with a lid, place in the oven and cook until the stock has absorbed and the rice is tender, about 18 to 20 minutes. Carefully remove from the oven and remove the lid.
Place the shrimp on top along with the remaining Cajun seasoning, and replace the lid. Return to the oven and cook for another 5 to 8 minutes or until the shrimp is fully cooked. Remove from the oven, remove lid and gently fold in the lemon juice and parsley. Garnish with sliced scallions and lemon wedges to serve.