Place potatoes, shrimp, corn and sausage in a large bowl.
Pour olive oil over all and sprinkle with Cajun seasoning; mix thoroughly until all covered.
Divide mixture evenly on 3 sheets large heavy duty foil; top each with 1 TBSP butter and lemon slices.
Wrap tightly so that it can all steam.
Grill over high heat for 30 minutes. Enjoy!