Thinly slice the bell peppers and onion. Heat the olive oil in a skillet over a medium heat. Add the bell peppers and onion to the skillet. Pan fry for two minutes to soften a little.
Thickly slice the mushrooms. Add the mushrooms to the skillet along with the paprika, ground cumin, chili powder, garlic powder, and oregano. Stir well to combine. Pan fry for 5 minutes more, heating through the spices and softening the vegetables.
Trim the tough bases from the lettuce leaves and any wilted edges. Divide the fajita mixture evenly between the two lettuce leaves, covering 2/3 of each leaf. Thinly slice the avocado and layer over the fajita vegetables.
Spoon a tablespoon of coconut milk yogurt over the top of each veggie-filled wrap. Sprinkle over the pumpkin seeds. Fold the uncovered 1/3 of each lettuce leaf over the vegetable filling, forming a neat wrap. Serve warm.