Preheat oven to 400
Place the shrimp, zucchini, mushrooms and pepper in a 15x10x1 pan that has been sprayed with non stick spray.
Combine chili sauce, oil, lime juice and soy sauce. Pour over shrimp mixture and toss to coat.
Bake until the shrimp turn pink and the vegetables are tender, about 12-15 minutes.
Sprinkle with green onions and cilantro and serve.