On a cutting board or flat surface, carefully cut spaghetti squash in half using a sharp knife. Using a spoon, remove the seeds from inside of the squash.
On a foil or parchment paper lined baking sheet, brush the flesh side with a little olive oil and season with salt and black pepper.
Flip the squash over so it is skin side up and roast in a 400° oven for 30 minutes. Remove and let cool.
Season shrimp with cajun seasoning.
Heat one tablespoon of olive oil in a skillet. Cook shrimp on each side for about 3 minutes. Remove and set aside.
Using the same skillet, melt one tablespoon of butter. Add garlic and cook for 30 seconds until fragrant.
Add flour and stir for 1 minute to cook out the flour flavor. Pour in heavy cream and stir until smooth.
Add parmesan cheese, italian seasoning, salt and pepper. Cook for 3-4 minutes to make pasta sauce.
Using a fork, create long spaghetti strands of noodles in each half of the squash.
Turn off heat from sauce and add the spaghetti squash strands and shrimp. Mix well to combine.
Add the sauce to the spaghetti squash skins and top with mozzarella cheese.
Broil for 2-3 minutes.
Serve while hot!