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Preheat oven to 425 degrees. Line with parchment paper or foil for easier clean cup.
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In a large bowl, combine the shrimp, peppers and onions together. Drizzle with melted butter and juice from 1 lime. Add chili powder, cumin, garlic powder, paprika, salt and pepper. Toss everything well to coat with seasonings.
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Spread the shrimp and vegetables in an even layer on prepared sheet pan. Try not to overlap too much and keep everything in a single layer.
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Bake in preheated oven for 8-13 minutes until peppers are tender and shrimp is cooked through and no longer pink. Broil on high for 2 minutes so the shrimp gets that nice char (optional).
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Drizzle with additional lime juice and chopped cilantro, if desired. Serve in heated tortillas with sliced avocado and your favorite toppings.
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Serve in coconut wraps, over salad or cauliflower rice.