Heat 1 tablespoon olive oil in a skillet. Brown the sausage for 3-4 minutes and set aside.
In the same skillet, add remaining oil, and sauté onion, bell pepper, and garlic for 3-4 minutes.
Season shrimp with paprika, cayenne, oregano, cumin, salt, and pepper. Add to the skillet and cook for 2-3 minutes per side.
Return the sausage to the skillet and mix everything together. Cook for another 1-2 minutes.
Garnish with parsley and a squeeze of lemon juice. Serve hot.