Pat scallops dry with paper towels and season both sides with salt and pepper.
Heat olive oil in a skillet over medium-high heat until shimmering. Add scallops in a single layer and sear 2 minutes per side until golden. Remove and set aside.
Reduce heat to medium. Melt butter in the same skillet, add garlic, and cook for 30 seconds.
Stir in Cajun seasoning and paprika. Pour in heavy cream and simmer 3–4 minutes until slightly thickened.
Add Parmesan cheese and stir until the sauce is smooth and creamy. Taste and adjust seasoning.
Return scallops to the pan for 1 minute, spooning sauce over them to coat.
Garnish with parsley and serve hot.