Preheat grill to medium-high for direct grilling.

Clean shrimp and remove shells, leaving tails on for garnish if desired.

In a resealable bag, mix lime juice, Tajin seasoning, and vegetable oil. Add shrimp, remove air, and mix. Marinate for 20 minutes.

Place Anaheim chiles directly over coals, blistering skin. Flip occasionally until almost charred. Steam in a plastic container or bag while shrimp grills.

Prepare skewers. Drain marinade and pat shrimp dry. Thread shrimp onto skewers, piercing twice to secure.

Clean grill grates. Grill skewers over coals for 2-3 minutes per side until shrimp are opaque and firm (about 120°F internal temperature).

Remove shrimp from skewers and rest. Chop into bite-sized pieces, reserving some for garnish.

Peel and dice steamed chiles, removing stem and seeds.

In a large bowl, whisk Clamato juice, ketchup, lime juice, vegetable oil, hot sauce, Jugo Maggi, and black pepper for cocktail sauce.

Fold in chopped shrimp, chiles, tomato, jalapeño, cucumber, red onion, and avocado. Adjust seasoning with salt.