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.