Heat the oven to 220°C (425°F) with a rimmed baking sheet inside. Thaw the shrimp completely if frozen, then pat them very dry with paper towels.
Whisk the miso, rice vinegar, lime juice, neutral oil, honey, sesame oil, and ginger in a large bowl until smooth and pourable. Add the cabbage, carrot, scallions, and cilantro, toss, and let the slaw sit while you cook. It should soften slightly, but still crunch.
Toss the pepper and onion with 1 tablespoon of the olive oil on the hot sheet pan. Roast for 8 minutes, until the edges are soft and just beginning to brown.
While the vegetables roast, toss the shrimp with the remaining 1 tablespoon olive oil, chili powder, smoked paprika, garlic powder, salt, and lime zest.
Slide the shrimp onto the pan beside the vegetables in a single layer, with space between them. Roast for 4 to 5 minutes, until the shrimp are opaque, pink-orange, and curled into a loose C. Check one early at 4 minutes.
Warm the tortillas for 20 to 30 seconds per side in a dry skillet over medium heat, until pliable and lightly spotted. Keep them wrapped in a clean towel.
Fill each tortilla with the roasted pepper and onion, shrimp, and a generous spoonful of slaw. Top with avocado and sesame seeds, and serve with lime wedges.