Step 1: Preheat your oven to 400°F (200°C). Prepare a large baking sheet by lining it with parchment paper and placing a wire rack on top (if you don't have a rack, you can bake directly on parchment paper).
Step 2: Thoroughly pat the chicken wings dry with paper towels. This crucial step helps achieve maximum crispiness. In a large bowl, toss the dried wings with olive oil, salt, and black pepper until they are evenly coated.
Step 3: Arrange the seasoned wings in a single layer on the prepared wire rack over the baking sheet. Ensure there's space between each wing to allow for even crisping.
Step 4: Bake for 40-50 minutes, flipping the wings halfway through, until they are golden brown, crispy, and cooked through.
Step 5: While the wings are baking, prepare the Cajun Garlic Butter Sauce. In a medium saucepan, melt the unsalted butter over medium heat. Add the minced garlic and cook for about 1 minute until fragrant, being careful not to burn it.
Step 6: Stir in the Cajun seasoning and heavy cream. Bring the sauce to a gentle simmer, stirring occasionally, then remove from heat.
Step 7: Once the wings are done baking, transfer them to a large mixing bowl. Pour the warm creamy Cajun garlic butter sauce over the hot wings and toss gently until every wing is thoroughly coated in the delectable sauce.
Step 8: Transfer the sauced wings to a serving platter. Garnish generously with chopped fresh parsley and grated Parmesan cheese. Serve immediately with lemon wedges and your favorite hot sauce on the side, if desired.