In a bowl, stir together the oil, oregano, garlic, and lime zest. Toss in the shrimp.
Mix well, making sure that the shrimp is evenly covered. If possible, allow to marinate in refrigerator for 30 minutes or up to 2 hours.
Combine the diced white onion and minced cilantro in a small bowl, and refrigerate until ready to serve.
Next, make the avocado crema. Cut the avocado in half lengthwise and remove the seed. Scoop the flesh into a food processor or blender. Add the coconut milk, cilantro, chives, lime juice and salt.
Blitz until smooth. Add some water to thin out the sauce if desired. Taste and adjust the seasoning as needed with salt or more lime juice. You can refrigerate the crema in a container for up to 2 days.
When you’re ready to cook the shrimp, sprinkle shrimp with the salt, and then, either:
Set the oven to 400°F with the rack in the middle position. Then, arrange the shrimp in a single layer on a parchment-lined baking sheet. Pop it in the oven. Roast for 6 to 8 minutes or until the shrimp is cooked through.
OR Heat the air fryer to 400°F and place the shrimp in a single layer in the cooking basket. Air-fry for 5 to 7 minutes or until pink and just cooked through. You may need to cook the shrimp in batches if the basket is small.
Arrange the shrimp on lettuce leaves and/or jicama wraps/almond flour tortillas. Top with the diced onion and cilantro mixture and lime wedges. Drizzle avocado crema on the tacos.