Preheat oven to 400 degrees F. Line a sheet pan with foil and lightly spray with cooking spray.
Add onions and bell peppers to pan. Drizzle with 1 1/2 tablespoons olive oil, sprinkle with 1 tablespoon Fajita seasoning and 1/4 teaspoon salt. Toss until evenly coated then spread evenly on baking sheet. Bake for 10 minutes at 400 degrees F. Stir veggies and place back into an even layer.
Meanwhile, add shrimp to a large bowl along with 1 tablespoon olive oil and remaining Fajita seasoning and cayenne pepper (if you like spicy). Stir until evenly coated.
After veggies have baked 10 minutes, remove from oven and place shrimp evenly on top of veggies. Bake at 400 degrees F for 6 minutes then broil (without moving oven rack position) for 2 minutes or until shrimp is opaque.
Serve shrimp and veggies with rice or in a tortilla as fajitas or in a burrito with rice/beans, as a salad with toppings of choice.
Weigh your 1 1/2 pounds of shrimp with tails on, then remove tails. If purchase shrimp with the tails already removed, adjust weight accordingly.