Preheat oven to 400°F. Line sheet pan with parchment paper.
On the sheet pan, toss red and green bell peppers, onion, and broccoli in melted ghee, salt, and pepper. Placed in oven and roast for 25 minutes.
While the vegetables are roasting, combine the sauce ingredients in a medium sized pot on high heat. Bring sauce to a rapid boil for roughly 3 minutes [you want to see those bubbles!]. Then, reduce the heat to medium-low and continue simmering. Once the sauce is reduced and thick enough to coat the back of a spoon, about 5 minutes, reduce heat to warm. The total overall time is usually somewhere between 8-10 minutes. However, if you feel that it's taking longer, that's okay! Start the process over by bringing to a boil again.
Once the vegetables are finished roasting, remove from the oven. Move the vegetables to the sides of the sheet pan creating an open vertical "line" down the center of the pan. Place shrimp on the pan and season with a pinch of salt and pepper. Return pan to the oven for 12 minutes.
Once the sheet pan is finished cooking, drizzle the sauce over the shrimp. With a pair of tongs, carefully toss the shrimp to evenly incorporate the Boom Boom flavor. Then, mix in the roasted vegetables.