In a small bowl, combine the smoked paprika, garlic powder, onion powder, cayenne, oregano, thyme, kosher salt, and black pepper. Mix until the spices are evenly combined. Scoop out 1 teaspoon of the spice mixture and set it aside to make the butter later on.
Add the shrimp, sausage, chicken, red and green bell pepper, and onion into a large bowl. Drizzle in the olive oil and sprinkle the remaining cajun seasoning on top. Toss everything together until evenly coated.
If using bamboo skewers, make sure they've been soaking in water before assembling the skewers. Assemble the skewers to your preference. I started with a piece of chicken followed by a piece of red bell pepper, green bell pepper and onion. Then I added on a slice of sausage and finished with a shrimp. I repeated these layers one more time.
Preheat your grill over medium high heat for at least 5 minutes then grease the grill grates. Add on the skewers and close the lid. Cook for 2-3 minutes on each side. When the skewers are fully cooked, remove them from the grill.
Combine the melted butter, 1 teaspoon of reserved cajun seasoning, parsley, lemon juice, and garlic in a bowl. Mix until combined. Brush the butter mixture onto the skewers. Serve with lemon wedges on the side if desired and enjoy!