Preheat the oven: Set your oven to 425°F (220°C). Line a large sheet pan with parchment for easy cleanup, or lightly oil it.
Prep the veggies: Thinly slice the bell peppers and red onion. Spread them on the sheet pan and drizzle with 1 tablespoon olive oil.
Season the veggies: In a small bowl, mix chili powder, cumin, smoked paprika, garlic powder, onion powder, cayenne (if using), salt, and black pepper.
Sprinkle about half this blend over the peppers and onions. Toss to coat and spread in an even layer.
Roast the veggies: Roast for 10 minutes to soften and start caramelizing the edges.
Season the shrimp: While the veggies roast, pat the shrimp dry with paper towels. Toss with the remaining 1 tablespoon olive oil, the rest of the spice mix, and the lime zest.
Add shrimp to the pan: Pull the sheet pan from the oven.
Scoot the veggies to make space and scatter the shrimp on top or in open spots.
Finish roasting: Return the pan to the oven and roast 6–8 minutes, until the shrimp turn pink and opaque with a slight curl. Don’t overcook.
Add lime and cilantro: Squeeze fresh lime juice over everything. Taste and add a pinch more salt if needed.
Sprinkle with chopped cilantro.
Warm the tortillas: Wrap tortillas in foil and pop them in the oven for the last few minutes, or warm them in a dry skillet.
Serve: Load tortillas with shrimp and veggies. Top with sour cream, avocado slices, and salsa if you like. Eat right away for the best texture.