In a large mixing bowl, add olive oil, garlic, cilantro and a pinch of salt. Mix together and add the shrimp. Toss to coat well and keep refrigerated until ready to grill.
Place the shrimp on the grill. You can skewer them so they’re easier to flip. Cook until they’re opaque in color, a few minutes per side. Remove from grill and let cool.
In a bowl, toss the grilled shrimp with the mayonnaise. Season with salt and pepper to taste.
Brush the insides of the hot dog buns with olive oil and place open faced onto the grill to lightly toast.
To the toasted buns, add a few slices of avocado and a good amount of the grilled shrimp with mayonnaise. Top with a drizzle of pepita pesto and a few – or many (depending on how spicy you like it) - drops of serrano chile oil.