Preheat the oven to 425°.
Use some root vegetables, cut into 1-inch chunks. e.g. potatoes, carrots.
Use some other vegetables, cut up into 2-inch chunks. e.g. squash, eggplant, peppers, onions. Brussel sprouts: cut in half.
In a large bowl, place the vegetables, shrimp, and sausage.
Pour the oil over everything in the bowl, and sprinkle in the salt and pepper to your taste. With a rubber spatula, or your hands, gently stir so everything is nicely coated with the oil. You can mix this all in the sheet pan, but I find it easier to coat everything in a bowl first.
Spread out all the ingredients in a single layer in a sheet pan with a rim. Do not overcrowd the vegetables.
Bake at 425°uncovered, for 25-35 minutes. About half-way through the baking time, use tongs to flip over the veggies, shrimp, and sausage.