Peel shrimp, and devein, if desired. Coarsely chop shrimp, and set aside.
Brush an 11- x- 7-inch baking dish with 2 tablespoons oil. Set aside.
Saute pepper in remaining oil in a large skillet over medium-high heat until skin looks blistered. Remove from skillet, and chop.
Return chopped pepper to skillet. Add onion and next 5 ingredients; saute 4 minutes. Add chopped shrimp, and saute 1 minute; remove from heat, and cool 5 minutes. Stir in sour cream.
Heat tortillas according to package directions. Spoon shrimp mixture evenly down center of each tortilla, and roll up. Arrange, seam side down, in prepared pan. Top with sauce, and sprinkle with cheese. Cover and chill up to 1 day ahead.
Bake at 350° for 25 minutes or until thoroughly heated.