Heat oven to 425.
Line an extra large cookie sheet, or two smaller cookie sheets with parchment paper.
Toss shrimp, bell peppers, oil and seasoning together. Spread out evenly on cookie sheet(s).
Bake for 6-8 minutes, or until shrimp turn pink.
While shrimp and vegetables are cooking, place dressing ingredients in a small blender or food processor and blend until smooth. Alternatively, you could mash avocado with a fork and mix together by hand.
Remove from oven and squeeze lime juice over the shrimp and pepper mixture.
Serve serve shrimp mixture over rice and drizzle with dressing.