Preheat oven to 400°F. Line a baking sheet with parchment paper.
In a large bowl, toss shrimp and veggies with olive oil, garlic, paprika, oregano, salt, and pepper.
Spread mixture evenly on the prepared baking sheet.
Bake for 8-10 minutes or until shrimp are pink and cooked through.
Sprinkle with parmesan cheese and return to oven for 2 minutes until cheese melts.
Serve warm, straight from the pan, or over zucchini noodles for a low-carb twist.