Preheat the broiler to high. Line a rimmed baking sheet with foil.
Combine the chili powder, 1 tablespoon salt and 1 teaspoon pepper in a small bowl. Put the peppers and onions on the lined baking sheet, drizzle with 2 tablespoons of the oil and season with half the chili powder mixture. Broil until the vegetables soften and begin to char, about 10 minutes.
Meanwhile, put the chicken, beef and shrimp in 3 different bowls and toss each with 1 teaspoon of the remaining oil and a third of the remaining chili powder mixture.
When the peppers and onions are softened and starting to char, about 10 minutes, lay the chicken, steak and shrimp in lines on top of the vegetables. Return the baking sheet to the broiler until the chicken, steak and shrimp are cooked through and starting to brown, 5 to 8 minutes depending on your broiler. Drizzle with lime juice and serve with the warmed tortillas, cheese, guacamole, hot sauce, salsa, sour cream and lime wedges.
To make it easier to slice the steak into thin strips, firm it up in the freezer for 10 minutes before cutting.
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