Preheat the oven to 425 F and line a sheet pan with parchment paper.
In a small bowl, whisk together the oil, garlic, lime juice and zest, and spices.
Place the sliced onions and carrots on the baking sheet and toss with half of the marinade until covered. Put the sheet pan into the oven and bake for 15-20 minutes (the carrots should be soft at this point).
In the meantime, place the shrimp in a bowl and pour the remaining marinade over the top and then toss to coat.
Also make the Lime Crema by mixing the ingredients together in a blender or food processor until creamy.
Once the carrots and onions are finished, remove the sheet pan from the oven and toss the veggies a bit to mix. Then place the shrimp onto the sheet pan as well in a single layer. Bake for another 6-8 minutes, or until the shrimp is pink and opaque.
Assemble your fajitas as desired – placing the onions and carrots on the bottom of lettuce leaves, cabbage leaves, jicama, or tortillas, adding the shrimp on top, and drizzling with the Lime Crema. Enjoy!