Preheat an indoor or outdoor grill to medium-high heat.
Pat the mahi mahi dry and drizzle lightly with olive oil.
In a small bowl, combine the chili powder, cumin, paprika, cayenne pepper, salt, and black pepper. Sprinkle evenly over both sides of the fish.
Grill the fish for 5–6 minutes per side, depending on thickness, until it flakes easily with a fork and develops light grill marks.
Remove from the grill and squeeze fresh lime juice over the fish. Taste and adjust seasoning if needed.
In a medium bowl, combine the sliced cabbage, cilantro, red onion, and lime juice. Toss well to create a crisp, refreshing slaw.
Warm the corn tortillas on the grill or in a dry skillet until soft and pliable.
Assemble each Grilled Mahi Mahi Fish Taco by layering slaw onto a tortilla, adding large flakes of grilled fish, spooning over fresh pico de gallo, topping with sliced avocado, and finishing with avocado tomatillo salsa.
Serve immediately with lime wedges on the side.