Pat the shrimp dry with paper towels and place them in a small bowl.
Toss the shrimp with chili powder, cumin, sea salt, and black pepper until evenly coated.
Heat 1 teaspoon of olive oil in a large cast-iron skillet over medium-high heat.
Add the shrimp to the skillet in a single layer and sear for 2 minutes per side until pink and opaque, then remove and set aside.
Add the remaining teaspoon of olive oil to the same skillet and toss in the sliced bell pepper, zucchini, and red onion.
Sauté the vegetables for 5-6 minutes until they are tender-crisp and slightly charred.
Stir in the minced garlic and cook for 30 seconds until fragrant.
Return the shrimp to the skillet, drizzle with fresh lime juice, and toss everything together to combine.
Garnish with sliced avocado and freshly chopped cilantro before serving.