Heat tortillas over medium heat in a dry skillet until warm and starting to form small brown spots. Set aside on a plate covered with a clean kitchen towel.
Mix yogurt, cayenne, lime juice, cilantro and salt in a small bowl, set aside.
Heat two teaspoons of olive oil in a medium non-stick skillet and add cabbage. Cook for about four minutes or until the cabbage is just barely wilted. Season with salt and pepper and set aside.
Heat over medium two teaspoons of olive oil in a large skillet. Season shrimp with salt, black pepper and cayenne pepper. Saute shrimp just until done, just a few minutes on each side. They cook quick, watch carefully.
To build the taco. Place a scoop of cabbage on the warmed tortillas taco, then top with shrimp and cilantro sauce.