Slice peppers in half lengthwise. Scoop out insides and set on large baking dish.
Coat shrimp with olive oil in a mixing bowl. Add Cajun seasonings and toss. In a skillet, saute shrimp over medium high heat until cooked through. Cool and chop.
In a mixing bowl, mix shrimp, basil, cheeses and hot sauce. Scoop this mixture into peppers. Bake 30-40 minutes.