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.