Preheat the oven to 450° F.
In a small bowl, combine oil, lime juice, garlic, cilantro, chili powder, cumin, and salt.
Place sliced peppers in a large bowl. Add marinate, stirring to coat.
Using a tongs, remove peppers from marinate and place onto a rimmed baking sheet, spreading out so they are not overlapping.
Add shrimp to the leftover marinate, using tongs to coat.
Place peppers into the oven and bake for 10 minutes.
Remove peppers and turn the oven to broil.
Make room in the center of the baking sheet for the shrimp. Add shrimp taking care to not have them overlap.
Broil for 2-4 minutes or until shrimp are pink and cooked to an internal temperature of 145° F.
Serve topped with scallions, lime wedges, extra cilantro, and a pinch of salt.