Preheat oven to 400 degrees. Toss shrimp, onion, peppers, olive oil, and seasoning together, coating shrimp and peppers. You can do this directly on the sheet pan or in a separate bowl and then transfer to the sheet pan.
Bake for 10-12 minutes, until shrimp are pink and cooked through. Remove from oven. Sprinkle with lime juice and cilantro and toss to combine.
For Paleo/Whole30, serve with avocado and tomatoes over lettuce. For non-Paleo, serve in tortillas or over rice with toppings as desired.