Preheat oven to 375°.

In a large skillet, heat the oil over medium-high. Add the whole shrimp. Season with salt and pepper. Cook, turning halfway through until opaque, about 1 to 2 minutes per side. Transfer to plate.

Add the chopped shrimp. Season with salt and pepper. Cook, tossing a few times, about 3 minutes. Transfer to a large bowl.

Return the skillet to medium-high. Add the andouille sausage to the skillet and cook, tossing until browned, about 2 minutes.

Transfer a spoonful to the plate with the whole shrimp and add the remaining to bowl with chopped shrimp.

Return the skillet to medium-high heat and add the onion, bell pepper, and celery; cook, stirring until vegetables soften, about 2 minutes. Add garlic and tomatoes, and cook until garlic is fragrant and tomato juices evaporate, about 1 minute.

Stir in the Cajun seasoning and transfer mixture into the bowl with the andouille sausage and chopped shrimp.

Add cream cheese, half of the cheddar cheese, sour cream, and Worcestershire to bowl with sausage and shrimp. Stir to combine.

Scrape mixture into a small skillet or baking dish and top with remaining cheese. Bake until bubbly, about 25 minutes. Broil until golden, about 2 minutes more.

Serve warm, topped with reserved whole shrimp, andouille sausage, and parsley. Serve with baguette