Heat oven to 450° F. Cook the rice according to the package directions.
Meanwhile, in a large bowl, toss the bell pepper, lemon, thyme, scallions, red pepper, 1 tablespoon of the oil, and ¼ teaspoon each salt and black pepper.
Spread the mixture on a rimmed baking sheet (reserving the bowl).
Add the shrimp to the bowl and toss with the paprika, remaining tablespoon of oil, ½ teaspoon salt, and ¼ teaspoon pepper. Nestle in the mixture on the baking sheet.
Roast until the shrimp are cooked through and the bell peppers are tender, 10 to 12 minutes. Serve over the rice.