Preheat a grill to medium-high heat for direct grilling.

Clean the shrimp and remove the shells. Leave some of the tails on if desired, to garnish the top of the glass for serving.

Mix together the lime juice, Tajin seasoning, and vegetable oil together in a resealable plastic bag. Add in the cleaned shrimp to the marinade. Squeeze out the excess air and mix the shrimp around. Allow the shrimp to marinade for about 20 minutes until the coals are ready to grill.

Place the Anaheim chiles directly over the coals on the grill, allowing them to blister the skin. Flip them every few minutes until they are almost charred, and place them in a plastic container or bag. Allow them to steam while the shrimp is grilling.

Prepare the skewers. Drain the marinade from the shrimp and lightly pat them dry with paper towels. Thread a shrimp onto the skewer, piercing twice to secure it in place. Do this for the rest of the shrimp.

Clean the grill grates. Place the skewers on the grill directly above the coals, and allow the shrimp to sear for about 2-3 minutes. Flip, and grill for another 2-3 minutes until the shrimp are done, around 120°F internal temperature. The shrimp will be opaque and start to firm up.

Remove the shrimp from the skewers and allow them to rest. Chop up the shrimp into bite-sized pieces, except for the ones you’ll use for garnish.

Take the roasted chiles out of the bag and peel off the skins. Remove the stem and seeds, and dice up the chiles.

In a large bowl, whisk together the Clamato juice, ketchup, lime juice, vegetable oil, hot sauce, Jugo Maggi, and black pepper. This is the base of the cocktail sauce, so adjust the flavors as you desire.

Fold in the chopped shrimp, chopped chiles, tomato, jalapeno, cucumber, red onion, and avocado. Taste the campechano for seasoning and adjust with salt as needed. This dish is best served chilled with tortilla chips.