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Pulse all the sauce ingredients except the greek yogurt in a food processor. When mostly smooth, add the greek yogurt and pulse until combined. Taste and adjust as needed. Set aside.
When ready to cook, set the Traeger to Smoke until a fire is established (4 to 5 minutes). Set the temperature to 450 degrees F and allow to preheat, lid closed, for 10 to 15 minutes.
Pat the shrimp dry with paper towels and sprinkle with the spices. Grill the shrimp for 5-8 minutes, flipping occasionally, until the shrimp are cooked through.
Toss some of the sauce (not all) with the cabbage until it the cabbage is coated to your liking. You want it to be enough sauce so the cabbage is weighed down a little bit. Use leftover sauce on top of the tacos or in other recipes.
To serve tacos, smash a spoonful of avocado on the tortillas, top with a few pieces of shrimp, top with coleslaw, and finish with cilantro and lime wedges. Enjoy!