Preheat oven to 425 degrees F.
In a small bowl, whisk together all the sauce ingredients except the cornstarch.
Cut the asparagus into 2-inch pieces, slice the pepper into strips, and cut the onion into half-moons.
Place all the veggies on a baking sheet and drizzle with olive oil, salt, and pepper to taste and toss to coat.
Roast at 425 degrees F for 12 minutes.
While the veggies are roasting, pour ½ the sauce into a separate bowl and toss with the shrimp; allow to marinate while the veggies are roasting.
Add the ½ Tbsp of cornstarch to the remaining sauce and whisk to combine.
After the veggies have roasted for 12 minutes, remove the baking sheet from the oven and add the shrimp to the baking sheet, spreading them out over the veggies. Do not use the sauce the shrimp was marinating in.
Pour the remaining sauce with the cornstarch over the shrimp and veggies; return the baking sheet to the oven for an additional 8 minutes or until the shrimp turn pinkish and opaque and are curled.
Serve immediately over rice.