In a large mixing bowl, whisk together the buttermilk and the Cajun seasoning. Add the shrimp and marinate for 10 minutes.
Meanwhile, in another bowl, combine the flour, paprika, cayenne pepper, salt, and black pepper.
Heat the vegetable oil in a skillet over medium-high heat.
Remove the shrimp from the marinade, allowing any excess liquid to drip off. Dredge each shrimp in the flour mixture, coating them thoroughly.
Once the oil is hot, add the shrimp to the skillet in batches, ensuring not to overcrowd the pan. Fry for 2-3 minutes per side or until golden brown and crispy.
Remove the shrimp from the skillet and place them on a paper towel-lined plate to drain any excess oil.
For the creamy sauce, in a small bowl, mix together the mayonnaise, sour cream, Dijon mustard, lemon juice, Worcestershire sauce, and Cajun seasoning. Taste and adjust seasoning if necessary.
Serve the crispy Cajun shrimp on a platter with the creamy sauce on the side. Garnish with chopped parsley.