In a bowl add the paprika, cilantro, lime juice, lime zest, tequila, onion powder, garlic powder, agave syrup, and tajin. Mix together and add the shrimp. Cover and marinate for 15 minutes.
Heat the grill to 425°F or 220°C.
Place the shrimp on the skewers passing through the head and the tail to keep them secure. Brush each side of the shrimp with the avocado oil. Grill the shrimp 2-5 minutes on each side until the shrimp are pink and firm. They should make a C shape and not an O shape.
Remove from the heat.
Make the sauce (optional)
In a saucepan bring the marinade to a boil and cook until it has reduced in volume by half. Brush over the cooked shrimp.