Place shrimp in a large resealable plastic bag or mixing bowl and set aside. Combine marinade ingredients in a small bowl; whisk until combined. Pour mixture over prepared shrimp, stir to coat and set aside to marinate for 10 minutes.
Separate lettuce leaves into 18 to 20 “cups”. Rinse and pat dry; cover and chill until ready to serve.
Spray grill with grill spray. Remove shrimp from marinade and discard marinade. Grill shrimp over Medium Direct heat for 2 to 3 minutes per side or until curled, firm and cooked through. Transfer cooked shrimp to a bowl.
To assemble tacos, arrange chilled lettuce “cups”, open side facing up on a serving platter. Spoon 3 shrimp into each lettuce cup, add a few avocado cubes, sprinkle with cheese, garnish with cilantro and serve immediately with lime wedges.