Preheat your oven to 400°F and line a large sheet pan with parchment paper for easy cleanup.
In a large mixing bowl, combine the shrimp, sliced bell peppers, and sliced red onion.
Drizzle the olive oil over the shrimp and vegetables, then sprinkle with chili powder, cumin, garlic powder, sea salt, and black pepper.
Toss everything together until the ingredients are evenly coated in the oil and spices.
Spread the mixture in a single, even layer onto the prepared sheet pan.
Roast in the oven for 8 to 10 minutes, or until the shrimp are pink and opaque and the vegetables are tender-crisp.
Remove the pan from the oven and immediately drizzle the fresh lime juice over the hot shrimp and vegetables.
Warm the corn tortillas in a dry skillet or directly over a low gas flame until soft and pliable.
Fill the warm tortillas with the shrimp and vegetable mixture, then top with avocado slices and fresh cilantro before serving.