Preheat grill to high (450°F to 500°F), or heat a grill pan over high. Combine shrimp, sausage, onion, bell pepper, tomatoes, olive oil, Cajun seasoning, thyme, and oregano in a large bowl, and toss to coat. Thread mixture onto 8 (10-inch) skewers, alternating ingredients.

Place skewers on oiled grates, and grill, uncovered, until vegetables and sausage are lightly charred and shrimp is cooked through, about 2 minutes per side. Transfer skewers to a serving plate, and sprinkle with parsley.