Preheat your oven to 375°F (190°C).
In a bowl, toss the shrimp with olive oil and Old Bay seasoning.
Arrange the shrimp in a single layer on a baking sheet and bake for 8–10 minutes until pink and opaque.
While the shrimp bake, prepare the vegetable mix by combining diced cucumber, avocado, cherry tomatoes, cilantro, and lime juice in a bowl.
Season the vegetable mixture with salt and pepper to taste.
Once cooked, allow the shrimp to cool slightly before chopping them into bite-sized pieces.
Gently fold the chopped shrimp into the vegetable mixture.
Spoon the shrimp and vegetable mixture into mini phyllo or tortilla cups.
Garnish with additional cilantro or lime wedges if desired.
Serve immediately or cover and refrigerate until ready to serve, but consume within a couple of hours for best results.