In a mixing bowl, combine shrimp with oil and spices. Let sit for 5 minutes.
In a small bowl, combine mayo, yogurt, juice from one lime, and adobo sauce.
To a separate bowl, add cabbage, chopped cilantro, and half of the prepared baja sauce.
Place a skillet over high heat, and add shrimp. Cook for around 2 minutes per side, until shrimp go from grey to pink. Shrimp cook quickly so keep an eye on them.
Warm tortillas on the stove or in the microwave.
Assemble tacos by topping each tortilla with finished slaw, cooked shrimp, cotija cheese, cilantro, a drizzle of the prepared baja sauce, and a squeeze of fresh lime juice.