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Step 1
Heat the oven to 400°F with a rack in the upper-middle position. In a small bowl, stir together the onion, 2 tablespoons lime juice and a pinch of salt; set aside. Brush the tortillas on both sides with 1 tablespoon oil, then place in a single layer on a broiler-safe rimmed baking sheet. Bake until golden brown and crisp, 8 to 10 minutes, flipping once halfway through. Transfer to individual plates; reserve the baking sheet. Heat the oven to broil with a rack 4 inches from the element.
Step 2
Place a wire rack in the reserved baking sheet. In a medium bowl, toss together the shrimp, the remaining 3 tablespoons oil and ½ teaspoon salt. Distribute the shrimp in an even layer on the rack. Broil until lightly charred on the surface and just opaque throughout, 4 to 5 minutes.
Step 3
In another medium bowl, stir together the mayonnaise, the remaining 1 tablespoon lime juice and ¼ teaspoon pepper. Stir in the warm shrimp. Divide the shrimp among the tortillas. Top with the avocado and pickled onion. Serve with lime wedges.
Step 4
Optional garnish: Chopped fresh cilantro OR red pepper flakes OR Tajín seasoning OR a combination