Heat the olive oil in a large skillet over medium heat. Add the onions, bell peppers and garlic and cook until softened, about 5 minutes. Add the cumin, chili powder, paprika and salt and pepper. Cook for 1 minute more.
Add the shrimp and cook until heated through. Remove from heat.
Lay 4 tortillas on a work surface. Divide the shrimp mixture among them. Sprinkle each with 1/2 cup of cheese then top with another tortilla.
Heat a large skillet over medium heat. Place one quesadilla in the skillet and cook until golden brown on both sides, about 2 minutes per side.