Heat the oil in large skillet over high heat. Add the onion, peppers, and garlic and cook, stirring, until slightly softened. Add the turkey, cumin, chili powder, salt, pepper, and cayenne and cook, stirring, until cooked through, about 5 minutes.
Spoon a couple tablespoons of the turkey mixture on the inside of a lettuce leaf, top with a tablespoon of cheese and a dollop of sour cream, and roll up like a burrito. Close with toothpicks. Repeat to make 6 wraps total.
Serve with salsa picante and guacamole, if desired.