Heat 2 tablespoons vegetable oil in a large skillet over medium-high heat. Cook and stir onion, red bell pepper, and green bell pepper in the hot oil, stirring frequently, until onion is translucent and peppers are soft, 6 to 8 minutes.
Stir salt, cumin, and chili powder into onion and bell peppers.
Stir shrimp into onion and bell peppers and cook until shrimp are opaque and no longer pink in the center, 3 to 5 minutes.
Remove skillet from heat; stir jalapeno pepper and lime juice into shrimp mixture.
Heat a skillet over medium heat and brush with about 1 teaspoon vegetable oil.
Place a tortilla in the hot oil. Spoon about 1/6 shrimp filling and 1/2 cup Mexican cheese blend on one side of tortilla. Fold tortilla in half.
Cook until bottom of tortilla is lightly browned, about 5 minutes; flip and cook other side until lightly browned, 3 to 5 minutes. Repeat with remaining tortillas and filling.