Preheat the oven to 425F.
In a small bowl, combine the chili powder, cumin, paprika, garlic powder, and salt.
Add the sliced peppers and onions to the sheet pan. Drizzle 1 tbsp of olive oil on the peppers and sprinkle half of the seasoning mix on top. Toss to combine.
Place them in the preheated oven and roast for 10-12 minutes or until they start to caramelize around the edges.
Push the vegetables to the sides of the sheet pan and add the shrimp in the middle. Drizzle the remaining tbsp of olive oil and sprinkle the remaining seasoning mix on top. Toss the shrimp and then lay them out in a single layer.
Bake for an additional 10 minutes, or until the shrimp have fully cooked.
Spoon onto tortillas and squeeze 1 lime wedge over each serving.
Top with garnishes of your choice.
Store in an airtight container in the fridge for up to two days.