In a bowl mix the Cajun seasoning, the juice of 1/2 of the lime and olive oil. Toss in the shrimp and coat evenly. Set aside.
In a medium saucepan over medium heat, melt the butter. Add the green onions, garlic and cayenne; cook until tender, about 2 minutes. Add the hot sauce and continue to cook on medium high heat until reduced by 1/2. Add the heavy cream and the juice of the remaining lime half and bring to a boil. Quickly reduce heat to medium low and allow to simmer until reduced by 1/3. Be careful not to allow the cream mixture to boil over. Salt to taste.
Heat grill to medium high heat. Grill shrimp on prepared skewers or on grill sheet just until opaque, turning only once. About 2 – 4 minutes per side depending on the size of the shrimp and your grill. Shrimp cook very quickly, so be careful and better to pull them off sooner than later.
Assemble shrimp onto individual serving plates, drizzle with the cayenne lime cream and garnish with additional lime wedges, chopped green onions and an additional dash of Cajun seasoning, if desired. .