Preheat oven to 400 degrees F.
Toss the shrimp with 1 tbsp avocado oil (or olive oil) and 1 tsp Old Bay Seasoning. Place into the refrigerator until ready for use.
Place the sausage, potatoes, corn, red onion, and bell pepper onto a large sheet pan. Drizzle with 2 tbsp avocado (or olive oil) and season with 2 tsp of Old Bay Seasoning. Toss together until coated well. Spread out into one even layer.
Place into the oven and bake for 25 minutes at 400 degrees F.
Remove sheet pan from the oven and flip the veggies and sausage. Spread out the shrimp on top of the veggies and sausage. Place back into the oven and bake for another 12-14 minutes, until shrimp is fully cooked through. Don’t overcook the shrimp, otherwise is will taste rubbery.
Remove from the oven and let it rest for about 10 minutes.
In the meantime, make the Old Bay buttery sauce. Melt a stick of butter in a small saucepan or microwave. Stir in 1 tbsp of Old Bay Seasoning. Drizzle right over the shrimp boil.
Garnish with chopped parsley and serve with lemon wedges!