Cook on grill or broil in the oven.
Whisk together the yogurt, mayonnaise, extra virgin olive oil, water, and cumin. Set aside. Skewer the shrimp. (If using wood skewers, soak them in water for 10 minutes beforehand.) Place skewered shrimp on a sheet pan, brush with olive oil and sprinkle with garlic. Preheat gas grill to high; adjust to medium after 15 minutes. (If cooking over charcoal, allow the coals to burn until they are covered with gray ash.) Place shrimp on the grill with the limes. Cook about 3-4 minutes on each side or until the shrimp are opaque and the limes are browned. Remove from grill. Meanwhile, prepare frozen vegetables according to package directions as a side dish. To serve, pull the shrimp off the skewers and divide them evenly among the doubled lettuce leaves. Top with the cabbage, black beans, yogurt sauce, salsa, and a spritz of grilled lime with veggies on the side. Rainy-Day Method: Broil the shrimp and limes about 4 inches from the heat using the cooking times above.