Preheat your oven to 400°F (200°C) and line a large sheet pan with parchment paper for easy cleanup.
Pat the shrimp dry with a paper towel to ensure they get a nice sear rather than steaming in the oven.
Place the shrimp, sliced bell peppers, and red onions onto the sheet pan.
Drizzle with avocado oil and sprinkle the chili powder, cumin, smoked paprika, cayenne, sea salt, and black pepper over the top.
Toss everything together until the shrimp and vegetables are evenly coated in the spice mixture, then spread them out in a single layer.
Roast for 8 to 10 minutes, or until the shrimp are pink and opaque and the vegetables are tender-crisp.
During the last 2 minutes of roasting, wrap the corn tortillas in foil and place them in the oven to warm through.
Squeeze the fresh lime juice over the roasted shrimp and peppers, garnish with fresh cilantro, and divide the mixture into the warm tortillas.