Season the shrimp. In a large bowl, mix the shrimp with 1 tablespoon olive oil, ground cumin, ancho chili powder, smoked paprika, garlic powder, kosher salt, and black pepper.
Mix the sauce. In a small bowl, whisk together mayo, fresh lime juice, smoked paprika, ancho chili powder, garlic powder, and kosher salt.
Make the slaw. In a medium bowl, combine the purple and green cabbage and carrots. Toss with a 3-4 tablespoons of the sauce. Set aside.
Cook the shrimp. Heat a large skillet over medium heat with the remaining tablespoon of olive oil. Cook the shrimp in a single layer for 2-3 minutes on each side, depending on their size.
Assemble. Add the slaw to the bottom of a warm tortilla, followed by shrimp and a drizzle of baja sauce. Top with fresh cilantro, dairy free feta, and a squeeze of lime juice.