Preheat your oven to 220°C (425°F). Line a large rimmed baking sheet with parchment paper or a silicone mat for easy cleanup.
Prepare your ingredients: peel and devein the shrimp if needed, then slice the bell peppers into thin strips and cut the zucchini into thick rounds, all to ensure even roasting.
In a large mixing bowl, toss the shrimp, bell peppers, and zucchini with olive oil, minced garlic, salt, and pepper until everything is evenly coated and fragrant.
Spread the seasoned ingredients out in a single layer on the prepared baking sheet, giving each piece enough space to caramelize.
Roast in the oven for 10 minutes, then flip the shrimp and stir the vegetables to promote even browning and caramelization.
Return the sheet to the oven and roast for another 8-10 minutes until the shrimp are pink and opaque, and the vegetables have crispy, caramelized edges.
While still hot, squeeze the juice of a fresh lemon over the dish to brighten the flavors and enhance the smoky caramelization.
Garnish with additional herbs if desired, then serve immediately while everything is hot and crispy.