Preheat the oven to 400°F. Set the sheet pan close by.
Juice 1 1/2 of the limes. Cut the other lime half into six wedges and set them aside.
Toss the bell peppers and onion into the 2 teaspoons of canola oil until coated. Scatter them onto the sheet pan in a single layer.
Pour the lime juice and garlic into a blender, adding in the remaining oil in a steady stream. Add the salt and spices, pulsing once to combine. Marinate the shrimp, tossing to coat in a large zip-seal bag for 15 minutes.
Meanwhile, roast the bell pepper and onion for 10 minutes.
Remove the shrimp from the marinade. Polka dot the shrimp onto the sheet pan of roasted veggies. Roast for 8 minutes more or until pink and fragrant.
Heat some flour tortillas and set out the Mexican crema or sour cream to serve with the lime wedges.