Season & Add the Shrimp: While peppers roast, toss shrimp with olive oil, garlic, oregano, paprika or Thai chili, and salt. Let marinate briefly while the peppers finish roasting. Remove the pan from the oven, make space in the center, and add shrimp. Return to the oven and bake for 6–8 minutes, until shrimp are pink and just opaque.