Stir together shrimp, cilantro, garlic, and lime juice. Let stand at room temperature for 20 minutes. Meanwhile, wrap tortillas in foil and place in a 350 degree oven until hot (about 15 minutes).
Heat oil in a wide nonstick frying pan over medium-high heat. Add peppers and onion. Cook, stirring occasionally, until limp (about 10 minutes).
Remove vegetables and keep warm. Add shrimp mixture to pan, increase heat to high, and cook, stirring often, until shrimp are opaque in center; cut to test (about 3 minutes). Return vegetables to pan, stirring to mix with shrimp.
Spoon shrimp mixture into tortillas, top with yogurt, and roll up.