Preheat Wolf Barbecue Grill on medium high for 10 minutes with hood closed. Toss shrimp with vegetable oil and Cajun seasoning.
Using 4 metal 9-inch skewers, skewer ingredients in the following order three times to fit on each skewer:
Repeat, ending with sausage
Place on grill for 5 to 6 minutes until shrimp is cooked on first side. (Cook with hood closed as much as possible.) Turn skewers over and cook another 3 to 5 minutes until shrimp is thoroughly cooked.
Remove and serve warm immediately.