In a saucepan large enough to hold the eggs in one layer, cover eggs with 1 inch of water. Bring to a boil; remove from heat. Cover and let stand 12 minutes. Drain eggs; run under cold water until cool enough to handle. You can also add a few ice cubes to cool down quickly.
Peel and halve eggs lengthwise. Remove yolks and transfer to a mixing bowl. Break up the yolks with a fork. Add mayo, mustard, hot sauce, sugar, and 1 teaspoon of the Cajun seasoning, mix until smooth. Chill filling.
Season the raw shrimp with 1 tablespoon of the Cajun seasoning. Heat the olive oil in a cast iron or heavy-bottomed skillet over medium-high heat. Arrange the shrimp in a single layer and cook for 2 minutes. Flip and cook for another 2 minutes. Move shrimp to a plate to stop the cooking process.
Using a pastry bag fitted with a large tip pipe yolk mixture into whites. Top with a shrimp, a slice of jalapeno, and garnish with chives. Serve immediately with lemon wedges, or chill for up to 2 hours.
Instead of piping the filling with a pastry bag and tip, you can use a resealable plastic bag with a corner snipped off. Or simply spoon it into the egg whites.
For spicier eggs add additional diced jalapenos to the yolk mixture.
While the sugar is optional I find that it gives a nice balance to the spicy filling.
Make Ahead: Boil the eggs and make the filling up to 2 days in advance. Store separately in tightly sealed containers in the fridge. Cook the shrimp and assemble up to 2 hours before serving.