Preheat your oven to 220°C (425°F). In a large mixing bowl, toss the chopped bell peppers, zucchini, and red onion with 2 tablespoons of olive oil, salt, and pepper until evenly coated. Spread the vegetables in a single layer on the rimmed baking sheet.
Pat the shrimp dry thoroughly with a paper towel to remove excess moisture, which helps achieve crispy edges. In another bowl, toss the shrimp with 1 tablespoon of olive oil, a pinch of salt and pepper, and a squeeze of lemon juice.
Create space on the baking sheet by spreading the vegetables evenly. Place the seasoned shrimp on top of the vegetables, making sure they are not overcrowded for even roasting. Sprinkle the minced garlic evenly over all ingredients.
Insert the sheet pan into the oven and roast for about 8-10 minutes. During roasting, listen for a gentle crackling sound indicating caramelization, and watch for blistered, golden edges on the vegetables and pink, opaque shrimp.
About halfway through, gently stir the vegetables to promote even blistering and flavor development, being careful not to disturb the shrimp too much.
Once the shrimp turn pink and slightly crisp at the edges, and the vegetables are blistered and caramelized, remove the sheet pan from the oven. Squeeze fresh lemon juice over everything to brighten the flavors.
Let the dish rest for 2 minutes so the juices settle. Then, serve directly from the sheet pan, garnished with fresh herbs if desired, and enjoy the smoky, caramelized flavors with tender shrimp and blistered vegetables.