Heat olive oil in a large skillet over medium heat. Add the onions and bell peppers and sauté until beginning to soften. Add the sausages and cook until browned all over. Stir in the garlic and cook until fragrant, about 30 seconds. Add the chicken and Cajun seasoning. Season everything with salt and pepper to taste. Cook, stirring often, until the chicken is cooked through.
Add the penne and stir until coated in the sausage and peppers, then pour over the diced tomatoes and chicken broth. Simmer until the pasta is al dente and almost all of the liquid is absorbed, about 20 minutes.
Stir in the heavy cream, cheddar and parmesan. Garnish with parsley and serve.