Preheat oven to 375°F. Lightly grease a small baking dish.
Melt butter in a skillet over medium heat. Add bell pepper and cook until softened, about 3 minutes.
Stir in garlic and cook until fragrant, 30 seconds.
Add chopped shrimp, a pinch of Cajun seasoning, and a little salt. Cook until just opaque, 2–3 minutes. Remove from heat to cool slightly.
Beat cream cheese in a bowl until smooth. Mix in sour cream, lemon juice, Worcestershire, hot sauce, remaining Cajun seasoning, paprika, and black pepper.
Fold in 1 cup of the pepper jack, then add cooked shrimp mixture, green onions, and parsley.
Spread dip into the baking dish. Top with the remaining cheese.
Bake until hot and bubbling around the edges, 15–18 minutes. Broil 1 minute to brown the top, if desired.
Rest 5 minutes. Serve warm with toasted baguette, crackers, or crisp veggies.