Hey there, I actually play in a Cajun band in Missouri, check out link #1 for dates and times and you can email for directions. The band bio hasn't been updated recently, but if you want anymore information about what we offer just let me know. I'm always looking for somebody to jam with so send me an email if you want to learn Cajun accordion!
Other than us, there is also a Cajun band from Illinois I believe they are called the Creole Stomp, and then there's Cedric Benoit in Branson too but I've never been there when he has been playing so I can't say what he sounds like live. Dancing Donna has some more information about St. Louis Area shows for Cajun and Zydeco. (Link #2)
Good to hear that there's more people in Missouri that share my affliction!