In a large plastic bag, place Parmesan cheese, flour and spices and mix together thoroughly. Add shrimp and shake until coated.
Heat olive oil in frying pan, and place shrimps into oil. Heat on each side until shrimps are opaque (about 3 or 4 minutes). Add green peppers to frying pan on top of shrimp, cover, reduce heat to low, and steam for another 10 minutes or so.