PREPARE pasta according to package directions; drain, reserving ¼ cup of cooking water.
PREHEAT an outdoor grill or grill pan over medium heat.
PLACE shrimp, oil and Cajun spice in a medium bowl; mix until thoroughly combined. Grill shrimp on grill for about 2 minutes per side or until opaque.
COMBINE pasta, Alfredo sauce and 2 tablespoons reserved cooking water in a large serving bowl. Top with grilled shrimp. Sprinkle with cheese and oregano.