On a large baking sheet lined with parchment paper, lay out the shrimp, bell peppers, onion, and jalapeno, drizzle with olive oil, and season with chili powder, paprika, cumin, garlic powder, oregano, salt and pepper. Toss to combine. Place the baking sheet on the middle rack of oven. Cook until the shrimp are cooked through, 8-10 minutes. Using tongs, transfer the shrimp to a plate and cover to keep warm, leaving the vegetables on the baking sheet.??Set the broiler to high. Move the vegetables to the upper oven rack and cook until slightly charred, 3 to 4 minutes, and set aside.