Preheat the oven to 400 degrees F. Mix 1 tablespoon each Cajun seasoning and brown sugar in a small bowl. Sprinkle the pork with 1/2 teaspoon salt and rub with the sugar-spice mixture. Heat the olive oil in a large ovenproof skillet over medium heat. Add the pork and sear until browned on all sides, about 5 minutes. Transfer to the oven and roast until a thermometer inserted into the thickest part registers 145 degrees F, about 18 minutes. Transfer the pork to a cutting board and let rest 5 minutes before slicing.
Meanwhile, make the slaw: Whisk the mayonnaise, mustard, lemon juice, horseradish and the remaining 2 teaspoons each Cajun seasoning and brown sugar in a small bowl. Toss the slaw mix, bell peppers and scallions in a large bowl. Add the mayonnaise dressing and toss to coat. Slice the pork and divide among plates. Drizzle with any juices from the skillet. Serve with the slaw.