Preheat grill to medium-high.

Combine cabbage, relish, mayonnaise and yogurt in a medium bowl.

Toss shrimp with 2 teaspoons oil, chili powder, paprika and pepper in a medium bowl. Place the remaining 2 teaspoons oil in a small bowl. Dip a pastry brush in water, then in the oil and lightly brush the inside of each bun (or roll).

Place a grill basket (see Kitchen Tip) on the grill. Add the shrimp and spread in a single layer. Grill, stirring occasionally, until the shrimp are pink and just cooked through, about 3 minutes. Open the buns and grill, turning once, until toasted on both sides, about 1 minute total.

To assemble the sandwiches, divide tomato and onion among the buns. Spread about 1/3 cup cabbage mixture down the middle of each and top with about 1/2 cup grilled shrimp.

Shopping Tip: Shrimp is usually sold by the number needed to make one pound. For example, "21-25 count" means there will be 21 to 25 shrimp in a pound. Size names, such as "large" or "extra large," are not standardized, so to be sure you're getting the size you want, order by the count (or number) per pound. Both wild-caught and farm-raised shrimp can damage the surrounding ecosystems when not managed properly. Fortunately, it is possible to buy shrimp that have been raised or caught with sound environmental practices. Look for fresh or frozen shrimp certified by an independent agency, such as Wild American Shrimp or Marine Stewardship Council. If you can't find certified shrimp, choose wild-caught shrimp from North America--it's more likely to be sustainably caught.

Kitchen Tip: It's best to use a grill basket when grilling small shrimp so they don't fall into the fire. If you don't have one, fold a 24-inch-long piece of heavy-duty foil in half and crimp up the edges to create a lip; this "basket" will prevent the shrimp from sliding off.