Preheat the air fryer: Set it to 390–400°F (200°C). A hot basket helps everything crisp faster.
Prep the sausage and veggies: In a large bowl, toss the sliced sausage, peppers, onion, and zucchini (if using) with 1 tbsp olive oil, half the minced garlic, 1 tsp Cajun seasoning, smoked paprika, and a pinch of salt and pepper.
Air fry the sausage and veggies: Add them to the preheated basket in a mostly single layer.
Cook for 8–10 minutes, shaking the basket halfway. You want browned edges on the sausage and tender-crisp veggies.
Season the shrimp: While that cooks, pat shrimp dry. Toss with remaining 1 tbsp olive oil, remaining garlic, 2–3 tsp Cajun seasoning (adjust to taste), a little salt and pepper, and lemon zest.
Add shrimp to the basket: When the sausage and veggies are almost done, scoot them to make room and add the shrimp on top in a single layer.
Cook 4–6 minutes more, shaking once, until shrimp are pink and opaque with light char at the edges.
Optional tomatoes: If using cherry tomatoes, add in the last 3 minutes just to blister.
Finish and serve: Transfer to a platter. Squeeze fresh lemon over the top and sprinkle with parsley. Taste and adjust salt, pepper, or spice.
Serve as is, or spoon over warm rice or cauliflower rice.