01 - Preheat the oven to 425°F. Line a large rimmed baking sheet with parchment paper or foil for 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, and lime juice. Toss until everything is evenly coated with the spice mixture.
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.
04 - Remove the baking sheet from the oven. Increase oven temperature to 450°F for crisping the quesadillas.
05 - Lay out 3 tortillas on a clean work surface. Distribute half of the shredded cheese evenly on top. Spoon the roasted 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 baking sheets. Lightly brush the tops with a small amount of olive oil.
07 - Bake for 6–8 minutes, then carefully flip and bake for another 4–5 minutes until both sides are golden and crispy.
08 - Remove from oven and let rest for 2 minutes. Cut into wedges and serve immediately with sour cream, salsa, lime wedges, and sliced avocado.