Preheat the oven to 375°F (190°C). Slice the tops off both cabbages, creating deep hollows in the centers for stuffing. Rub the insides with olive oil, salt, and pepper, then place them upright in a baking dish.

Heat olive oil in a skillet over medium heat. Add onion, bell peppers, and minced garlic, sautéing until softened, about 3-5 minutes.

Add sausage slices to the skillet and cook until browned, about 5-7 minutes. Stir in shrimp, Cajun seasoning, paprika, garlic powder, cayenne, and a pinch of salt and pepper. Cook until shrimp turn pink, about 2-3 minutes.

Spoon the shrimp and sausage mixture into each hollowed cabbage. Sprinkle cheese on top before sealing the cabbages.

Bake in the preheated oven for 45 minutes or until the cabbage is tender.