Preheat oven to 400. Combine chili powder, paprika, onion powder, garlic powder, cumin, cayenne pepper, and salt 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.
While shrimp and vegetables are cooking, prepare cauliflower rice. Divide cauliflower rice evenly among 4 bowls.
Top cauliflower rice evenly with shrimp and veggies. Top evenly with pico, cheddar, guacamole (if using), and sour cream (if using). Sprinkle with cilantro.