I start by heating my oven to 425°F and lining a baking sheet with parchment paper. Then I whisk together the avocado oil, lime juice, chili powder, smoked paprika, cumin, honey, salt, pepper, and garlic in a bowl. This one marinade seasons both the vegetables and the shrimp.
I spread the sliced peppers and onions across the lined pan and pour about half of the marinade over them. After tossing to coat, they go into the oven for 20 minutes to soften and start caramelizing. Starting the veggies alone gives them a head start since they take longer to cook than shrimp.
While the vegetables roast, I toss the raw shrimp in the remaining marinade so it has time to soak up all that flavor. This short marinating window is enough to season the shrimp without making it mushy. I keep it covered in the fridge until the veggies are ready.
Once the 20 minutes are up, I pull the pan out and scatter the marinated shrimp right over the roasted peppers and onions. A quick stir helps everything mix together and ensures the shrimp makes contact with the hot pan for even cooking.
I switch my oven to broil and slide the pan back in for about 4 minutes, stirring halfway through. This step gives the shrimp and veggies a light char that mimics stovetop searing. If you'd rather skip broiling, just bake at 425°F for another 6 to 8 minutes instead.
Once the shrimp turns opaque with no gray remaining, I know it's ready. I divide the mixture among warm tortillas and top with cilantro lime sauce, fresh cilantro, or pickled onions, then serve everything while it's hot.