Place the rice in a rice cooker along with 2 cups water; set it and forget it.
Arrange the shrimp on a plate in a single layer and dust with 2 teaspoons of the Cajun seasoning and a little salt.
Add the olive oil to a large skillet over medium heat. Add the celery and green bell pepper and saute until beginning to soften, about 5 minutes. Add the andouille, scooting the veggies to the side so that the sausage can get a good sear on both sides. Remove the goods from the skillet and reserve in a bowl.
There should be enough oil in the skillet, but if it's on the dry side, add a tiny drizzle of olive oil. Add the shrimp to the skillet in a single layer and sear on both sides, 2 minutes tops. Add the shrimp to the sausage bowl.
Add the broth, milk and remaining teaspoon Cajun seasoning to the skillet. Make a cornstarch slurry by combining the cornstarch with 2 tablespoons water in a small bowl. Whisk it with a fork, then slowly pour the slurry into the skillet. Cook the sauce, whisking, until it thickens just a tad. Add the lemon juice and a good pinch of salt. Stir for just a few seconds and taste it. Is the sauce where you want it? Maybe a little black pepper? Little more lemon? Do it.
Now, add the reserved veggies and meats to the skillet and toss to combine. It's seriously so silky and luscious you'll weep.
Serve this over your brown rice, garnished with parsley and lemon wedges, and that's all she wrote. So eat. Time to eat.