Set your oven to 375°F and carefully carve out the cabbage cores creating little pockets.
Fry the chopped bacon until it's crispy, then remove and keep it aside. Next, brown the sliced smoked sausage in the same pan.
Cook the diced onion, garlic, and bell peppers until softened, then add the shrimp along with the Cajun seasoning and smoked paprika, cooking until the shrimp turn pink.
Combine the cooked shrimp, sausage, bacon, and sautéed vegetables; fill each cabbage pocket generously with this mixture.
Drizzle the cabbages with your choice of olive oil or melted butter, cover tightly with foil, and bake in the oven for 45 minutes.
Remove the foil and continue baking for another 15 to 20 minutes until the tops are nicely browned. Sprinkle with fresh parsley before serving.