Place all taco ingredients (shrimp, oil, lime, and spices) into a gallon-sized ziplock baggie or bowl. Gently shake or stir until the shrimp are fully coated in the oil, lime, and spices.
Seal (or cover), then marinate for 30 minutes at room temperature.
Preheat oven to 400 degrees F and line a baking sheet with a silicone baking mat.
Dump the contents of the ziplock baggie onto the prepared baking sheet.
Bake in preheated oven for 6-8 minutes, or until the shrimp are cooked.