Preheat the oven to 450F. Line a baking sheet with parchment paper. Mix the paprika, garlic, and black pepper together in a small bowl.
Add veggies to the baking sheet and toss with half of the spice mixture (1 tbsp), 2 tablespoons olive oil, and ½ teaspoons salt. Make sure to coat everything in the oil and spices. Bake for 15-20 minutes or until tender and browned in spots.
In a bowl, toss the shrimp with remaining spice mix, 1 tablespoon olive oil, and ½ teaspoon salt. Scatter over the veggies and bake for 5-10 more minutes (depending on how big your shrimp are), or until pink and cooked through.
In a high speed blender, add the herbs, oil, vinegar, salt, pepper, and garlic. Blend until smooth, scraping down the sides as needed. If it’s not blending, add equal parts olive oil and vinegar until it blends easily. Transfer to a small-medium bowl.
Serve the shrimp and veggies topped with chopped avocado, plenty of chimichurri, and sprinkle of salt.