Preheat your oven to 400 degrees F (200 degrees C).

In a large skillet, heat olive oil over medium-high heat.

Add shrimp and cook until they turn pink, about 4-5 minutes. Remove from skillet and set aside.

In the same skillet, add diced vegetables (onions, peppers, and green chiles) and cook until they are soft, about 3-4 minutes.

Add taco seasoning to the vegetables and stir to combine.

Return shrimp to the skillet and mix with the vegetables.

In a separate saucepan, melt butter over medium heat.

Whisk in flour until it forms a paste.

Gradually add chicken broth, whisking continuously until the mixture thickens.

Add cumin, salt, and black pepper to the sauce and stir to combine.

Remove from heat and stir in sour cream.

Lay out tortillas on a flat surface and divide the shrimp filling among them.

Sprinkle shredded cheese over the filling.

Roll up the tortillas, tucking in the ends to seal them.

Spray a baking dish with non-stick cooking spray and place the chimichangas seam side down.

Spray the tops of the chimichangas with more non-stick cooking spray.

Bake for 20 minutes until they are golden brown and crispy on the outside.

Serve with the creamy sauce and salsa on top.