Marinate the shrimp: In a large bowl, whisk together the olive oil, garlic, chili powder, cumin, smoked paprika, cayenne (if using), lime zest and juice, and salt. Add the shrimp and toss to coat. Marinate for 15–20 minutes — no longer, as the lime juice will begin to "cook" the shrimp.
Make the avocado crema: 2. Blend or mash together the avocados, sour cream, lime juice, garlic powder, and salt until smooth and creamy. Add water one tablespoon at a time until you reach a drizzleable consistency. Taste and adjust seasoning. Refrigerate until ready to serve.
Make the slaw: 3. Toss the shredded cabbage and cilantro with lime juice, olive oil, and a pinch of salt and sugar. Let sit for at least 10 minutes to soften slightly and allow the flavors to meld.
Grill the shrimp: 4. Preheat your grill or grill pan to medium-high heat. Thread the shrimp onto skewers or grill in a grill basket. Cook for 2–3 minutes per side, until pink, lightly charred, and cooked through. Remove from heat.
Assemble the tacos: 5. Warm the corn tortillas on the grill for 30 seconds per side. Layer with slaw, shrimp, a generous drizzle of avocado crema, crumbled cotija, and fresh cilantro. Serve immediately with lime wedges alongside.