Season the shrimp generously with Cajun seasoning and salt if the seasoning isn't salted set aside.
Heat oil or fat of your choice in a large skillet over medium-high heat. Add the sausage slices and cook until browned, about 2–3 minutes per side. Remove and set aside.
In the same skillet, add the bell peppers and onion. Sauté until softened, about 4–5 minutes. Season with a sprinkle of Cajun seasoning.
Add the tomato with some more cajun seasoning and salt. Sauté for another minute or two until softened.
Stir in the tomato paste and cook for 2-3 minutes until it darkens slightly and develops a richer flavor. Add garlic and cook for 1 minute until fragrant.
Pour in the chicken stock, stirring to incorporate any golden brown bits off the bottom of the pan and combine the sauce. Return the sausage to the skillet along with the gumbo file (if using) and bay leaves, reduce heat, cover and let simmer for 10 minutes to allow flavors to meld.
In the meantime, make the cheesy grits in another pan. In a medium saucepan, bring chicken broth to a boil.
Slowly whisk in the instant grits, reduce the heat to low, and cook according to package instructions (about 1–2 minutes), stirring frequently.
Once thickened, stir in cheddar cheese, butter, and heavy cream. Season with salt and pepper to taste.
Returning back to your skillet with the sausage, add the shrimp and cook for 2–3 minutes per side, until pink and fully cooked. Remove the bay leaves.
Spoon the cheesy grits onto plates or bowls. Top with the Cajun shrimp and sausage mixture, including some of the flavorful sauce from the skillet.
Garnish with scallions.