Prepare the Cajun Caesar dressing by whisking together anchovy fillets, garlic, egg yolks, Dijon mustard, tomato paste, parsley, cayenne, lemon juice, salt, and pepper in a bowl.
Slowly whisk in olive oil until the dressing is smooth and creamy. Stir in coconut milk (or whipping cream) and horseradish, if using.
In a large skillet, heat olive oil over medium-high heat.
Season shrimp with Cajun seasoning and cook in the skillet for 3-4 minutes per side until pink and fully cooked.
In a large salad bowl, toss kale, radishes, and avocado.
Add the cooked shrimp on top of the salad.
Drizzle with the prepared Cajun Caesar dressing and toss gently to combine.
Sprinkle with Parmesan cheese, if desired, and serve immediately.