Preheat grill to 350° to 400° (medium-high) heat. Peel shrimp; devein, if desired. Drizzle shrimp with 1 Tbsp. olive oil, and sprinkle with 1/2 tsp. Cajun seasoning. Thread shrimp onto skewers.
Drizzle okra, onion, and bell pepper with remaining 1 Tbsp. olive oil; sprinkle with remaining 2 tsp. Cajun seasoning.
Grill okra, covered with grill lid, 4 minutes on each side or until tender. Grill onion slices and bell pepper, covered with grill lid, 6 minutes on each side or until tender. Grill shrimp, covered with grill lid, 2 minutes on each side or just until shrimp turn pink.
Cut okra in half lengthwise. Coarsely chop bell pepper. Toss together okra, bell pepper, and onion in a large bowl.
Remove shrimp from skewers, and toss with okra mixture, tomatoes, and Fresh Corn Vinaigrette.