Preheat the oven to 425°F (220°C). Line a large rimmed baking sheet with parchment paper or aluminum foil for easy cleanup.
In a large bowl, combine the sliced smoked sausage, broccoli florets, red and yellow bell pepper strips, and red onion wedges.
Drizzle 2 tablespoons of olive oil over the sausage and vegetables. Sprinkle with smoked paprika, garlic powder, onion powder, crushed red pepper flakes, salt, and black pepper. Toss well to evenly coat all ingredients.
Spread the sausage and vegetable mixture in a single layer on the prepared baking sheet.
Roast in the preheated oven for 12 minutes.
While the sausage and vegetables roast, place the peeled and deveined shrimp in the same large bowl. Drizzle with the remaining 1 tablespoon olive oil and season with a pinch of salt and black pepper. Toss to coat.
After 12 minutes, remove the baking sheet from the oven and add the shrimp in a single layer on top of the sausage and vegetables.
Return the baking sheet to the oven and roast for an additional 8 minutes, or until the shrimp are pink and opaque and the vegetables are tender.
Remove from the oven and sprinkle with chopped fresh parsley.
Serve immediately with lemon wedges on the side for squeezing over the meal.