Rinse thawed shrimp in colander, carefully insuring each shrimp is clean and appropriately deveined. Tails can stay on until after grilled. Once rinsed thoroughly, place shrimp in large mixing bowl. Mix shrimp with 2 tablespoons olive oil, garlic, 1 teaspoon salt, 1 teaspoon pepper, 2 teaspoons chili powder, ½ teaspoon cayenne pepper, 2 and ½ tablespoons cilantro, and juice of 2 limes. Refrigerate shrimp for 20-30 minutes.
In small bowl, mix greek yogurt, mayonnaise, sriracha, juice of 1 lime, 1 and ½ tablespoons cilantro, and 1 teaspoon chili powder. You could add a tablespoon of water at a time to thin aioli to desired consistency to drizzle on finished lettuce wrap.
Place red onion, corn, and jalapeños on parchment lined baking sheet. Drizzle with 2 tablespoons olive oil, 1 teaspoon salt, 1 teaspoon pepper, and ½ teaspoon cayenne pepper. Place on one side of grill, flesh side down, leaving the other side of grill open for shrimp. Try to keep sections of red onion together to make for easy flipping. Check vegetables every 5 minutes, flipping vegetables and rotating corn as you begin to develop grill marks. I personally like the vegetables with some char marks.
About half way through vegetable grilling, place shrimp on open side of the grill. Once shrimp begin to turn pink, about 2-4 minutes, flip and finish cooking until shrimp is completely pink on both sides and tails start to curl.
Once removed from the grill, let shrimp and vegetables cool on baking sheet for 5 minutes. Remove shrimp tails by pulling off or cutting. Slice corn from the cobs and chop jalapeños and onion. Fold together corn, jalapeños, onion, tomatoes, radishes, and avocado.
Spoon vegetable mixture into lettuce leaves and place three or four shrimp on top. Drizzle with aioli.
Recipe by Rachel Schultz at https://rachelschultz.com/2020/05/11/shrimp-lettuce-wraps/