1Heat the oven to 425°F and set a rimmed sheet pan inside while it warms.
2Toss the sliced peppers and onion with 1 tbsp of the oil, half the chili powder, the cumin, the paprika, and a pinch of salt and pepper.
3Spread the vegetables on the hot pan and roast for 12 minutes, until they start to char at the edges.
4While the vegetables roast, pat the shrimp dry and toss with the remaining oil, the rest of the chili powder, the garlic, and the lime zest, plus salt and pepper to taste.
5Pull the pan out, push the vegetables to one side, and spread the shrimp in a single layer on the open side.
6Roast 6 to 8 minutes more, until the shrimp are pink and opaque and the vegetables are tender.
7Squeeze lime juice from the wedges over everything and toss gently on the pan.
8Wrap the tortillas in foil and warm them in the oven for the last 3 minutes.
9Serve the shrimp and vegetables in the warm tortillas topped with cheese, sour cream, and cilantro.