1: In a bowl, combine avocado oil, Chile de Arbol, Chile Guajillo, and Chile Morita to create the marinade.
2: Add mayo, yellow mustard, soy sauce, Worcestershire sauce, garlic, black pepper, onion powder, smoked paprika, salt, dried oregano, lime juice, and water to the marinade.
3: Mix well to combine all ingredients.
4: Add the shrimp to the marinade and coat well. Let marinate for at least 15 minutes.
5: Preheat the grill and brush with more oil.
6: Grill the marinated shrimp until cooked through, about 2-3 minutes per side.