In a small bowl, combine butter, garlic, cajun seasoning and thyme; set aside.
In a large pot of boiling salted water, cook potatoes until just tender and parboiled, about 10-13 minutes. Stir in corn during the last 5 minutes of cooking time; drain well.
Thread potatoes, corn, shrimp and sausage onto skewers.
Place kabobs on grill on aluminum foil, brushing with butter mixture occasionally and turning once halfway, until shrimp are opaque and corn is tender, about 7-8 minutes.*
Serve immediately with lemon wedges, garnished with parsley, if desired.
Notes
*This can also be baked for 12-15 minutes at 400 degrees F.