Preheat the oven to 375°F. Line a large sheet pan with parchment paper or lightly grease it.
Add the sausage, bell peppers, onion, zucchini, squash, and broccoli to the sheet pan. Drizzle generously with olive oil and season with Creole seasoning, salt, and pepper. Toss until everything is evenly coated and spread into a single layer.
Bake for 15 minutes until the vegetables are beginning to soften and the sausage is starting to brown.
Push everything to the sides of the pan. Add the shrimp to the center, drizzle with a little olive oil, and season with Creole seasoning.
Return to the oven and bake for another 8 to 10 minutes until the shrimp are pink, curled, and cooked through and the vegetables have caramelized edges.
Serve immediately directly from the pan.