Preheat and prep the pan: Heat your oven to 425°F (220°C).
Line a large sheet pan with parchment for easy cleanup or lightly grease it.
Pat shrimp dry: Use paper towels to remove excess moisture so they roast instead of steam. Place in a bowl and set aside.
Toss the veggies: On the sheet pan, combine peppers, red onion, zucchini, and broccoli. Drizzle with 2 tablespoons olive oil, season with 1/2 teaspoon salt and 1/4 teaspoon black pepper, and toss to coat.
Spread into a single layer.
Start roasting the veggies: Roast for 10–12 minutes until they begin to soften and brown on the edges.
Make the garlic-lime sauce: In a small bowl, whisk melted butter, minced garlic, lime zest, lime juice, honey, smoked paprika, cumin, red pepper flakes, 1/2 teaspoon salt, and a few grinds of black pepper.
Season the shrimp: Spoon 2 tablespoons of the sauce over the shrimp and toss to coat. Keep the rest for drizzling.
Add shrimp to the pan: Remove the pan from the oven, push veggies to the sides, and spread the shrimp in the center in a single layer. Drizzle about half of the remaining sauce over the veggies.
Roast until shrimp are just cooked: Return to the oven for 6–8 minutes, depending on shrimp size, until they’re pink and opaque with a slight curl.
Do not overcook.
Finish with freshness: Immediately drizzle the remaining sauce over everything. Sprinkle with chopped cilantro or parsley.
Serve: Add lime wedges on the side. Serve over rice, quinoa, cauliflower rice, or warm tortillas if you’d like to make it a fuller meal.