Make the compound butter: In a small bowl stir together the softened butter, garlic, chives, Italian parsley, lemon juice, seasoned to taste with salt and pepper. Scoop the herb butter onto a piece of parchment paper or plastic wrap, roll into a log and twist the ends to close. Refrigerate until firm.
In a small bowl, whisk 1 tbsp olive oil, 1 tbsp fresh lemon juice, 1 tsp Cajun, seasoned with salt and pepper to taste; add shrimp. Toss to evenly coat. Cover and let marinate in the refrigerator for at least 15 Minutes.
Pat steaks dry with a paper towel. Brush lightly with olive oil and season with salt and pepper.
Open the lid of the Air Grill and place inside of the basket the Grill plate.
Select the Grill function, press Temp and select L5, press Time and again set the time to 10 Minutes. Press Start.
Once the grill finishes preheating and displays Add Food, place inside of the basket the marinated shrimps on one side of the grill and the two pieces of steak on the other side. Press down on the meat and close the lid.
When the unit displays Turn Food, remove the shrimps and set aside. Flip the steaks and press down on the meat once again, close the lid.
Once the cooking time has finished remove the steaks from the Air Grill and let them rest for 5 to 10 Minutes.
Serve the shrimps and steak on a serving plate, slice the herb compound butter and place 1 to 2 slices on top of the steak.