Prepare the cabbage bowls: Preheat oven to 375°F (190°C). Start by slicing off the tops of the cabbages and carefully coring out the centers using a sharp knife, creating bowl-shaped vessels for your filling. Be careful not to cut through the bottom or sides. Rub the insides with olive oil, then season generously with salt and pepper. Place the hollowed cabbages in a baking dish.

Cook the filling: Heat olive oil or bacon fat in a large skillet over medium heat. Add the chopped onion, diced bell peppers, and minced garlic to the hot oil and sauté until vegetables become soft and translucent, about 3-5 minutes. Add the sliced sausage to the skillet and cook until it begins to brown, stirring occasionally. Then add the shrimp to the mixture and season everything with Cajun seasoning, paprika, garlic powder, cayenne (if using), salt and pepper. Cook just until the shrimp turn pink and opaque, about 2-3 minutes, being careful not to overcook.

Stuff the cabbages: Using a large spoon, carefully fill each cabbage bowl with the shrimp and sausage mixture. If using cheese, sprinkle some inside each cabbage bowl before adding the final portion of the filling. The cheese will melt during baking and create a gooey, delicious layer within the cabbage.

Bake: Cover the baking dish loosely with aluminum foil to prevent excessive browning and help steam the cabbage. Bake for 40-50 minutes, until the cabbage becomes tender when pierced with a fork. Then remove the foil and continue baking for an additional 10 minutes to develop a nicely roasted finish on top.

Serve: Remove from oven and let rest for 5 minutes. Garnish with freshly chopped parsley or sliced green onions for a pop of color and freshness. To serve, cut wedges out of the cabbage bowls, ensuring each portion has both the tender cabbage and the flavorful filling inside.