Arrange one oven rack closest to the broiler and another on the middle position. Heat the oven to 450 degrees.
Marinate the shrimp: In a large bowl, whisk together the yogurt, ginger paste, garlic paste, ground cumin, garam masala, chile powder, coriander, turmeric, 1 tablespoon of oil and 1 teaspoon of salt. Add the shrimp and toss to coat. Set aside to marinate.
On a large sheet pan, toss all the bell peppers with the onion, the remaining 1 tablespoon of oil, the cumin seeds and ½ teaspoon salt. Roast the vegetables until tender and lightly browned, 20 minutes. Remove the sheet pan from the oven and flip over any especially browned vegetables. Arrange a rack 6 inches from the broiler and set the oven to broil on high.
Place the marinated shrimp in a single layer on top of the roasted vegetables. Broil until the shrimp start to char, 3 to 5 minutes. Carefully remove the sheet pan, flip the shrimp and broil for another 3 minutes.
Serve with naan, roti or rice, along with lemon wedges.
