Preheat your oven to 400°F. While it heats, combine the chili powder, cumin, smoked paprika, kosher salt, and garlic powder in a small bowl. Pat the shrimp dry with paper towels—this helps them brown better and cook more evenly. Toss the shrimp with the olive oil, then add the spice mixture and toss until every piece is well coated. This seasoning creates a flavorful crust that complements the cool guacamole beautifully.

Arrange the seasoned shrimp in a single layer on a sheet pan. Roast for 4-6 minutes until the shrimp are pink and cooked through—they should be just firm to the touch but not rubbery. I prefer to slightly undercook them by 30 seconds since they'll continue cooking slightly from residual heat and will taste more tender in the final bite. Remove from the oven and set aside to cool for a minute or two before assembling.

While the shrimp cooks, prepare the guacamole topping. In a medium bowl, gently fold together the guacamole, lime juice, lime zest, and chopped cilantro. Stir just until combined—avoid over-mixing as you want to keep the guacamole's texture creamy and chunky, not mushy. Taste and adjust seasoning if needed. This mixture can sit for a few minutes while you arrange the chips.

Arrange the sturdy tortilla chips on a serving platter. Top each chip with a generous spoonful of the guacamole mixture from Step 3, then place one roasted shrimp on top of each. Sprinkle the crumbled feta or cotija cheese over the shrimp, and if desired, add a tiny pinch more fresh cilantro for garnish. Serve immediately while the shrimp are still slightly warm and the chips remain crispy.