In a bowl, combine the shrimp, Cajun seasoning, garlic powder, onion powder, paprika, cayenne pepper, salt, and pepper. Toss to coat the shrimp evenly.
Set up a breading station with three shallow bowls: one with flour, one with the beaten egg, and one with panko breadcrumbs.
Dredge each shrimp in flour, shaking off the excess. Dip into the egg, then coat with panko breadcrumbs, pressing gently to adhere.
In a large skillet, heat the vegetable oil over medium-high heat. Once hot, add the breaded shrimp in a single layer (you may need to do this in batches). Cook for 2-3 minutes on each side until golden brown and crispy. Remove and drain on paper towels.
For the creamy sauce, whisk together the mayonnaise, sour cream, Dijon mustard, lemon juice, garlic powder, salt, and pepper in a bowl until smooth.
Serve the crispy Cajun shrimp with the creamy sauce on the side for dipping.