Heat oil in a large skillet over medium heat. Add the shrimp, then season with cajun seasoning. Cook for about 5 minutes, stirring frequently until the shrimp is cooked through.
While the shrimp is cooking, in a medium bowl, combine the avocado, diced onions, cilantro, garlic salt, pepper, and the juice from a lime. Stir well until combined.
In a separate small bowl, combine the mayo, mustard, paprika, Cajun seasoning, horseradish, pickle juice, hot sauce and garlic powder and mix well until combined.
Place a dollop of the avocado on each cucumber slice. Top with the blackened shrimp and a teaspoon of remoulade sauce. Garnish with extra minced parsley if desired.