Begin by marinating the shrimp. To prepare the marinade, in a medium bowl, whisk together the olive oil, lemon juice, lemon zest, garlic and lemon pepper seasoning. Place the shrimp into the marinade and refrigerate while you prepare, shop and roast your vegetables.
Preheat oven to 425 degrees.
Directly on a 18x13" shallow sheet pan, toss the carrots and broccoli with the olive oil and lemon pepper seasoning. Bake the vegetables for 20 minutes BEFORE adding the shrimp to the pan.
Once the vegetables have baked for 20 minutes, remove the sheet pan from the oven and add the marinated shrimp to the pan. (Discard remaining marinade.) Optional: top with lemon slices and a few additional grinds of pepper, if desired. Continue baking for 8 minutes. Once shrimp is pink and no longer translucent, it's done.
Remove the shrimp and vegetables from the oven and let cool about 5 minutes before serving.
Refrigerate any leftovers in airtight containers for up to 5 days.
Notes
Storage: Store any leftovers in an airtight container. Kept refrigerated, leftovers will keep for up to 5 days.