Put shrimp, BBQ sauce, minced jalapeños, minced garlic, and lime juice in a large airtight plastic bag and cover shrimp completely with marinade. Put in fridge for at least 1 hour and up to overnight.
Pre-heat oven to 400 degrees.
Place shrimp with marinade in baking dish and bake at 400 degrees for about 10 minutes, until shrimp are fully cooked through and pink.
Warm tortillas in oven.
Place shrimp in warmed tortillas and top with pineapple, green onions, red cabbage, and cotija cheese.