In a medium bowl, add olive oil to the shrimp and season with chili powder, smoked paprika, cumin, and salt. Set aside as you preheat the grill and prepare the slaw and sauce.
Preheat the grill to medium-high heat. Clean and oil the grill grates.
Make the spicy mayo sauce, in a small bowl whisk the mayo with hot sauce and smoked paprika. Set aside.
To a medium bowl, add the shredded red cabbage, cilantro, juice of 1 lime, jalapeno, and salt. Toss to combine.
To grill the shrimp, add the marinated shrimp to the grill grates and grill for 2-3 minutes per side or until no longer opaque. Be careful not to overcook it. Remove from the grill.
Place the tortillas on the grill for 20 seconds to warm them up, or char them on the stovetop.
Assemble the tacos: to each tortilla, add slaw, shrimp, diced avocado and a drizzle of creamy mayo.