Mix together the Cajun seasoning, lime juice, and oil in a resealable plastic bag. Add the shrimp, coat with marinade, squeeze out excess air, and seal the bag. Marinate in the refrigerator for 20 minutes.

Remove the shrimp from the marinade, and shake off excess. Discard the remaining marinade.

Cook the shrimp on grill or in pan until they are bright pink on the outside and the inside is no longer transparent, about 2-3 minutes per side.

Serve.