Build the base — Whisk the mayonnaise, both mustards, ketchup, hot sauce, and Worcestershire in a medium bowl until the color is a uniform, pale sunset orange.
Fold in the aromatics — Add the minced garlic, chopped green onions, capers, and parsley, stirring until the sauce looks speckled and chunky; season with salt and pepper only after tasting, as the capers are quite salty.
Chill the flavors — Cover the bowl and refrigerate for at least 30 minutes; this allows the raw garlic to mellow and the dried spices in the mustard to hydrate.
Prep the protein — Toss your peeled and deveined shrimp with olive oil and Cajun seasoning in a bowl until every crevice is coated in red spice.
Sear for color — Heat a skillet over medium-high until a drop of water sizzles instantly, then add the shrimp in a single layer.
Monitor the snap — Cook for about 2 minutes per side until the edges are golden-brown and the flesh turns from translucent gray to an opaque, pearly white.
Assemble the plate — Lay down a bed of mixed greens, dollop a generous amount of the chilled sauce in the center, and arrange the warm shrimp on top.
Final flourish — Squeeze a fresh lemon wedge over the shrimp to wake up the fats and garnish with extra parsley for a pop of color.