01 - Preheat the oven to 425°F. Line a large rimmed baking sheet with parchment paper or foil to facilitate easy cleanup.
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 with spices.
03 - Spread the shrimp and vegetable mixture evenly on the prepared baking sheet. Roast for 10–12 minutes, until shrimp turn pink and vegetables become tender-crisp.
04 - Remove shrimp mixture from the oven. Increase oven temperature to 450°F for crisping the quesadillas.
05 - On a clean work surface, lay out 3 tortillas. Distribute half of the cheese evenly 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 assembled quesadillas to the baking sheet. Lightly brush tops with olive oil. Bake for 6–8 minutes until golden and crisp.
07 - Flip quesadillas and bake for another 4–5 minutes, until both sides are golden brown and cheese is fully melted.
08 - Remove from oven and let rest for 2 minutes to set. Cut into wedges and serve immediately with sour cream, salsa, lime wedges, and sliced avocado.