Cook the linguine according to package directions, and save one cup of the cooking water;
Drain and return pasta to the pot. Add just a drizzle of olive oil to prevent it from sticking.;
Season shrimp with salt, pepper, and cajun seasoning;
In a large saucepan, heat the olive oil, and once hot, cook shrimp until just pink, about 2 minutes. Remove from the pan and transfer to a plate.;
Using the same saucepan, melt the butter and whisk in the flour. Cook it until it is slightly golden.;
Whisk in the white wine and the heavy cream. Keep whisking to prevent lumps for forming, and cook for about a minute.;
Whisk in the reserved pasta water and Parmesan cheese. Season with salt and pepper;
At this time, mix in the linguine;
Return the cooked shrimp to the pan and add the chopped parsley. Mix everything together and check the seasoning for salt;