Preheat your oven to 400°F (200°C) and line a sheet pan with parchment paper or foil for easy cleanup. While the oven heats, start by boiling the baby potatoes in a pot of water for about 10 minutes until they are slightly tender. Meanwhile, cut the corn into thirds and slice the sausage into rounds. Once the potatoes are ready, drain them and set aside.
In a large mixing bowl, combine the melted butter, olive oil, minced garlic, Old Bay seasoning, paprika, salt, and black pepper. Toss the potatoes, corn, and sausage in this seasoning mixture, ensuring each piece is well coated. Spread everything evenly onto the prepared sheet pan and place it in the oven. Bake for 15 minutes, allowing the flavors to meld and the edges to caramelize slightly.
Remove the sheet pan from the oven and add the shrimp to the mixture 15 minutes later. Toss everything together so that the shrimp get coated with the delicious seasoning. Return the pan to the oven and bake for another 10 minutes, or until the shrimp turn pink and opaque. Be careful not to overcook the shrimp, as they can become rubbery.
Once the shrimp are perfectly cooked, take the sheet pan out of the oven and squeeze fresh lemon juice over the entire dish. Garnish with freshly chopped parsley for a burst of color and added freshness. Serve your delicious shrimp boil straight from the pan with extra melted butter or your favorite dipping sauce.