In a bowl, combine 1/4 cup of olive oil, 1 Tbsp. of lemon juice, garlic and 2 tsp. of Ancho Flavor Concentrate. Stir to combine. Add shrimp and stir to coat evenly. Marinate under refrigeration for up to an hour.
To make the dressing, combine 1/2 cup of oil, vinegar, 1 Tbsp. lemon juice, 1 Tbsp. Ancho Flavor Concentrate and cumin in a bowl using a wire whip until well blended. Set aside.
Preheat grill to medium-high heat.
Remove shrimp from marinade and place on skewers. Grill shrimp, turning until opaque and pink. Shrimp should be cooked throughout in 3-4 minutes. Transfer to a plate and remove from skewers when cool enough to handle.
Brush Romaine hearts on all sides with 2 Tbsp. of oil and lightly season with salt and pepper. Place on grill and cook, turning once, until wilted, about 3-4 minutes.
Place one Romaine heart on each plate with about 1/2 oz. of pickled onions. Sprinkle with cheese and dressing and serve with 3 grilled shrimps. Garnish and serve.