Preheat oven to 400. Combine chili powder, paprika, onion powder, garlic powder, cumin, cayenne pepper, salt and cornstarch in a small bowl. Divide mixture in half. Add shrimp to another small bowl along with half of the seasoning mixture and 1 tablespoon oil. Toss until shrimp is well coated Set aside. Add onions, peppers, and remaining olive oil to a medium bowl along with the remaining half of the seasoning mixture. Toss to coat. Arrange veggies in a single layer on a baking sheet.
Bake at 400 for 10 minutes. Add shrimp. Bake an additional 10 minutes or until shrimp is opaque and cooked through. Sprinkle with lime juice.
Fill tortillas with shrimp and vegetable mixture. Top with pico, sour cream, cilantro, and cheese, if desired.
For gluten free, use corn tortillas.
For paleo, omit tortillas.
For vegetarian, omit shrimp and cook veggies 20 minutes, then sprinkle with lime juice.
For vegan, omit shrimp and cook veggies 20 minutes, then sprinkle with lime juice. Use yellow or green tier vegan cheese or omit cheese.