Ina large bowl, combine the bell peppers, onion, jalapeño (if using), shrimp, olive oil, chili powder, garlic powder, and salt and pepper. Toss with tongs until all the ingredients are well coated.
Arrangethe mixture in an even layer on a baking sheet. Bake for ten minutes, until the shrimp are pink and opaque and the vegetables have softened. Remove the pan from the oven. Sprinkle with the lime zest and juice and toss to coat.
Serve immediately, with the tortillas, guacamole, sour cream, and cilantro, or let cool completely and store in the refrigerator for up to three days.