Preheat your oven to 425°F and prepare a large sheet pan with parchment paper or a light coating of oil. Spread sliced peppers and onions evenly across the pan to encourage roasting instead of steaming.
Toss the vegetables with olive oil and half of the fajita seasoning until fully coated. Roast them for about 8 minutes so they soften slightly and begin caramelizing before the shrimp are added.
Pat the shrimp dry and coat them with olive oil, lime juice, and the remaining seasoning blend. This helps the shrimp roast properly while building bold Tex Mex flavor.
Add the shrimp to the hot sheet pan and return everything to the oven for 5 to 7 minutes. Cook until the shrimp turn pink and opaque while the vegetables develop lightly charred edges.
Warm the tortillas in a skillet or oven and fill them with the cooked shrimp and vegetables. Add toppings like avocado, cilantro, salsa, sour cream, and lime wedges before serving immediately.