01 - Preheat the oven to 375°F (190°C).
02 - Toss the shrimp with Cajun seasoning until thoroughly coated.
03 - Melt 1 tablespoon butter in a large skillet over medium-high heat. Add shrimp and cook for 2 to 3 minutes per side, until just opaque. Transfer shrimp to a plate and set aside.
04 - Add remaining butter to the skillet. Sauté onion and red bell pepper for 3 to 4 minutes, until softened. Add garlic and cook for 1 additional minute.
05 - Pour in heavy cream and bring to a gentle simmer. Reduce heat to low, then whisk in Parmesan cheese, mozzarella cheese, salt, black pepper, and a pinch of nutmeg. Stir until the sauce is smooth and thickened, about 3 to 5 minutes.
06 - Set aside 1 cup of Alfredo sauce for the topping.
07 - Spread a thin layer of Alfredo sauce in the base of a 9x13-inch baking dish. Arrange 3 lasagna noodles over the sauce. Layer one-third of the remaining Alfredo sauce, one-third of the shrimp, one-third of the spinach, and one-third of the mozzarella cheese evenly over the noodles. Repeat the layering process two more times.
08 - Pour reserved Alfredo sauce over the top layer. Sprinkle with grated Parmesan cheese.
09 - Cover the dish with foil and bake for 25 minutes.
10 - Remove foil and continue baking for 15 to 20 minutes, until the top is bubbling and golden brown.
11 - Allow to rest for 10 to 15 minutes before slicing. Garnish with chopped parsley if desired.