Preheat the oven to 450°F.
In a small bowl, add the oil, lime juice, garlic, cilantro, chili powder, cumin, and salt. Whisk until well combined.
Place the sliced peppers in a large bowl. Pour the marinade over them and stir or toss to coat them evenly.
Use tongs or a slotted spoon to remove the peppers from the marinade and transfer them to a rimmed baking sheet. Add the shrimp to the bowl with the marinade, toss to coat, and set aside for now.
Make sure the peppers are spread out in a single layer on the baking sheet with no overlap.
Place peppers into the oven to roast for 10 minutes.
Remove the peppers. Turn the oven heat up to broil.
Make room in the center of the baking sheet for the shrimp. Use tongs or a slotted spoon to remove the shrimp from the marinade and add them to the baking sheet with the peppers. Keep them in a single layer with no overlap.
Broil the shrimp and peppers for 2–4 minutes, or until the shrimp are pink and opaque, have curled into a loose “C” shape, and the centers register 145°F when checked with a thermometer. Take care not to overcook—the shrimp should be just firm and juicy, not dry or rubbery.
Remove from oven and immediately transfer the shrimp and peppers from the hot pan to a serving dish to prevent further cooking. Let them rest in the dish for 1-2 minutes.
Serve immediately topped with diced scallions, lime wedges, extra cilantro, and a pinch of salt, if desired.