Preheat oven to 400°F. Spray sheet pan with nonstick spray. Boil potatoes with thyme in salted water until firm (8-10 min). Add corn, cook 3-5 min, drain.
Toss shrimp, potatoes, and corn with Creole butter. Add Andouille sausages and season on a baking sheet. Bake for 12-15 min until shrimp is cooked. Serve with lemon and cilantro.