In a medium bowl, add the shrimp. Coat them thoroughly with olive oil, 1½ teaspoons of chili powder, and 2 teaspoons of lemon juice. In a non-stick pan, cook the shrimp for 2–3 minutes on medium heat. Turn them once halfway through so they cook evenly.
In a small bowl, add mayonnaise, ½ teaspoon of chili powder, and about 1 teaspoon of lemon juice. Mix until smooth and set it aside.
On a clean tray or chopping board, place the filo shells and fill each one with a little shredded lettuce. Add a spoonful of the chili-lime mayo. Then place a shrimp on top.
