In a medium bowl, mix shrimp with paprika, garlic powder, cayenne pepper oregano, sea salt and olive oil. Set aside and chop the tomatoes, slice the pickles and shred the lettuce.
In skewers, (5-6 per skewer) grill the shrimp on the BBQ for about 4- 5 minutes or until they turn pink. Alternatively, you can also sauté them in a pan.
Once the shrimp are cooked, mix in a medium bowl with mayo, chipotles in adobo and lemon juice. Fill the hot dog buns with shrimp, pickles, lettuce and any other desired toppings.