In a resealable plastic bag, combine the Cajun seasoning, lime juice, and vegetable oil. Add the shrimp to the bag, ensuring they are well-coated with the marinade. Remove excess air and seal the bag. Refrigerate for 20 minutes to allow the shrimp to absorb the flavors.

Preheat your grill to medium heat and lightly oil the grill grate to prevent the shrimp from sticking.

After marinating, remove the shrimp from the bag, shaking off any excess marinade. Discard the remaining marinade.

Place the shrimp on the preheated grill and cook for about 2 minutes per side, or until the shrimp are bright pink on the outside and opaque in the center, indicating they are fully cooked.