Place lamb in a glass dish. Whisk olive oil, lime juice, orange juice, cilantro, oregano, cumin, chili powder, salt, pepper and cayenne pepper in a small bowl. Pour over lamb, cover and marinate for 4 hours or overnight.
Preheat grill. Brush onion, bell pepper and carrot with oil; season to taste with salt and pepper. Drain lamb and place on lightly oiled grill and cook on both sides, turning once, until internal temperature reaches 150° F. Grill vegetables with lamb, turning frequently, until tender.
Allow lamb to rest for 5 minutes before slicing into thin strips. Slice grilled vegetables and serve with lamb in warmed tortillas with salsa and sour cream, if desired.
Servings: 4