Grilled Cajun Jambalaya Every one of the ingredients used in this grilled spin on a Louisiana favorite is awesome with some charred flavor. Plus, using a grill cuts down on the cleanup for this Cajun jambalaya recipe. Even the rice gets some smokiness from grilled tomatoes. Also known as the Holy Trinity, the combo of bell pepper, onion and celery (which here we swapped for celery seed) is used to flavor Cajun and Creole dishes like gumbo and this jambalaya. No skewers? Use a grill basket instead.