For the shrimp: Add the lemon juice, olive oil, Cajun spice and 1/2 teaspoon of salt to a medium bowl and whisk to combine. Add the shrimp and toss to coat them in the spice mixture. Allow the shrimp to marinate while you make the remoulade. Do not marinate shrimp longer than 20 minutes.
For the remoulade: Add the mayonnaise, sour cream, Cajun spice, ketchup, mustard, parsley, lemon zest and 1/4 teaspoon salt to a bowl and whisk to combine. Refrigerate until ready to serve.
Preheat a grill pan over medium-high heat. When the pan is hot, add the shrimp in an even layer. Allow the shrimp to cook for 2 minutes, then flip them and cook until they are just opaque and the tails are pink, about another minute. Remove the shrimp to a serving platter, garnish with parsley and lemon wedges and serve with remoulade.