Place the cilantro, garlic, yogurt, lime juice, salt and pepper, (jalapeño or cayenne pepper) in a blender. Blend until smooth.Slowly, with the blender running on low add the olive oil and blend until incorporated.
In a bowl, combine the tequila, lime juice, salt, pepper, chili powder, cayenne pepper, cumin, garlic powder and the shrimp. Let it sit to marinate for 15 minutes.
Heat olive oil over medium heat in a pan and add the shrimp. Cook for for 2 minutes. Turn and cook for one more minute, then remove from heat.