Preheat the oven 200 degrees F. Preheat an indoor grill or barbecue to medium-high. Season the steaks with salt and pepper. Lightly oil the bars of the grill, if prone to sticking.
Grill steaks to the desired doneness, allowing approximately 2 to 3 minutes per side for rare, and 3 to 4 minutes per side for medium-rare. Set steaks on a plate and keep warm in the oven.
Set a large skillet over medium-high heat. Add the 1 Tbsp. olive oil and butter. When the butter has melted, add the shrimp, lemon juice, garlic and Cajun spice. Cook shrimp 1 to 2 minutes per side, or until cooked through. (When done, the shrimp will turn pink and be just slightly firm in texture.) Sprinkle shrimp with parsley.
To serve, set a steak on each of 4 plates. Divide and top steaks with the shrimp and pan juices and serve.