01 - Preheat the oven to 425°F. Line a large rimmed baking sheet with parchment paper or foil.
02 - In a large bowl, combine shrimp, bell peppers, onion, garlic, jalapeño, olive oil, chili powder, cumin, smoked paprika, coriander, salt, pepper, cayenne (if using), and lime juice. Toss until evenly coated.
03 - Spread the shrimp and vegetable mixture evenly on the prepared baking sheet. Roast for 10–12 minutes, until shrimp are pink and vegetables are tender.
04 - Remove shrimp mixture from the oven. Increase oven temperature to 450°F.
05 - On a clean work surface, lay out 3 tortillas. Evenly distribute half of the cheese on top. Spoon the shrimp and vegetable mixture over the cheese, then sprinkle with remaining cheese and chopped cilantro. Top each with another tortilla to form quesadillas.
06 - Carefully transfer the assembled quesadillas to the baking sheet (you may need to work in batches or use two sheets). Lightly brush the tops with a little olive oil. Bake for 6–8 minutes, then flip and bake for another 4–5 minutes, until golden and crisp.
07 - Remove from oven and let rest 2 minutes. Cut into wedges and serve with sour cream, salsa, lime wedges, and avocado.