Preheat a gas or charcoal grill to a moderately hot temperature, to about 400°F; if using coals, wait until they turn white-hot.
In a large mixing bowl, combine the shrimp, chili peppers, and green onions; add the oil and some salt and pepper to taste, tossing to coat.
When the grill is ready, brush the grates with some oil. Spread out the shrimp, chili peppers, and green onions across the grill in a single layer; cook, turning a few times, until the shrimp are pink and cooked through and the vegetables are lightly charred, 3-5 minutes.
Remove from the grill to a platter; loosely cover with aluminum foil to keep warm.
Place the lime halves on the grill, cut-side down, and grill until lightly charred, 1-2 minutes. Remove from the grill and serve alongside the shrimp and vegetables.