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Preheat oven to 400 degrees F. Prepare a large rimmed baking pan (sheet pan).
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While preparing the vegetables and marinade, thaw the shrimp in a large bowl of cold water for about 20 - 30 minutes. Once thawed, remove the shells but leave the tails on.
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In a small bowl whisk together the marinade ingredients; soy sauce, rice vinegar, sesame oil, chili sauce, brown sugar, garlic and ginger.
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Place the thawed and peeled shrimp in a medium bowl and toss with about half of the marinade. Refrigerate the shrimp until needed.
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Spread the red and yellow bell peppers, onion and broccoli on the pan. Drizzle with the remaining marinade and the olive oil. Sprinkle with salt and pepper. Toss to combine. Roast the vegetables for 20 - 25 minutes.
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Remove the pan from the oven and arrange the marinated shrimp and any remaining sauce over top of the vegetables. Return to the oven and roast for 5 – 7 minutes more, until the shrimp are pink and completely cooked.
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Sprinkle with sliced green onions and serve with lime wedges, squeezing some of the juice over the shrimp and vegetables.