Preheat the air fryer: Set it to 400°F (200°C) for 3–5 minutes. A hot basket helps the shrimp and veggies cook evenly and crisp up.
Prep the shrimp: Pat the shrimp dry with paper towels.
Dry shrimp sear better and won’t steam in the basket.
Season everything: In a large bowl, toss shrimp, bell pepper, zucchini, and red onion with olive oil, garlic, smoked paprika, cumin, oregano, red pepper flakes, salt, black pepper, lemon zest, and lemon juice.
Arrange in the basket: Spread the veggies in a single layer first, then place the shrimp on top. If your air fryer is small, cook in two batches rather than crowding.
Cook: Air fry for 6–8 minutes, shaking the basket halfway. Shrimp are done when they’re pink, firm, and opaque with a light char on the edges.
Taste and finish: Sprinkle with more salt, a squeeze of lemon, and chopped parsley or cilantro.
Toss gently.
Serve: Spoon over rice or quinoa, or tuck into warm tortillas with a dollop of yogurt or avocado. Serve immediately.