Start by microwaving the halved or quartered baby potatoes in a bowl with water for 3 minutes, then drain them thoroughly. This head start ensures the potatoes will be tender by the time the shrimp finishes cooking on the grill. While the potatoes cook, preheat your grill to medium heat (around 375-400°F) so everything is ready when you need it.
While the grill heats, mix together the Old Bay or Cajun seasoning, garlic powder, smoked paprika, and kosher salt in a small bowl. Prepare all your protein and vegetables by arranging the shrimp, corn rounds, sausage coins, and parboiled potatoes from Step 1 in separate piles nearby. Slice your lemon into thin rounds and cut the butter into small cubes. This mise en place keeps you organized and makes assembly quick once you're at the grill.
Lay out 4 large sheets of heavy-duty aluminum foil on a clean surface. Divide the shrimp, corn, sausage, and parboiled potatoes from Step 1 evenly among the 4 foil sheets, piling them in the center of each sheet. Drizzle each packet with half a tablespoon of olive oil, then sprinkle generously with the seasoning mixture from Step 2. Top each with 2 tablespoons of butter cubes and a few lemon slices scattered throughout. I find placing the denser ingredients like potatoes and sausage at the bottom helps heat distribute more evenly.
Carefully fold the long edges of each foil sheet up and over the ingredients, creating a tight seal—fold the edges over twice to prevent steam from escaping. Then fold the short ends of the foil toward the center and seal them as well. Place all 4 sealed packets directly on the preheated grill grates with the seam-side up. Grill undisturbed for 25-30 minutes, checking for doneness at the 20-minute mark by carefully opening one packet (watch for steam!) to ensure the shrimp are pink and cooked through, the potatoes are fork-tender, and the corn is heated through.
Carefully remove the grilled packets from the grill using tongs or a grill spatula, and place each one on a dinner plate or cutting board. Use kitchen shears or a knife to carefully open the foil packets at the table—let your guests open their own for a fun, interactive experience. I like to serve these with crusty bread for soaking up the buttery broth and fresh parsley for garnish if you have it on hand.