Combine vegetable oil, chili powder, oregano, garlic, onion, cumin, salt, pepper, and cayenne pepper in a large resealable plastic bag. Add chicken tenders, bell peppers, and onion; shake to mix.
Marinate chicken mixture in the refrigerator, 30 minutes to 2 hours.
Preheat oven to 400 degrees F (200 degrees C). Line a rimmed sheet pan with aluminum foil.
Spread chicken mixture onto prepared pan.
Roast in the preheated oven, stirring halfway through, until chicken is no longer pink and bell peppers soften, 15 to 20 minutes.
Sprinkle cilantro and pour lime juice over chicken mixture; toss to distribute.
