Preheat the oven to 400 degrees F. Line 2 baking sheets with parchment paper.
To make the marinade, whisk together the chili powder, cumin, garlic powder, onion powder, paprika, oregano, salt, pepper, lime juice and olive oil in a large bowl.
Stir the peppers, onions and mushrooms into the marinade. Make sure they are all well coated.
Spread the marinated veggies across both sheet pans, leaving the excess marinade in the bowl.
Roast for 20 minutes until they are lightly browned at the edges, rotating the pans halfway through roasting.
Stir the black beans in the remaining marinade in the bowl.
Serve the fajita vegetables with warm tortillas, black beans, mashed avocado, cilantro, cheese and yogurt.