For the remoulade: Stir together the mayonnaise, hot sauce, parsley, capers, chile powder, garlic, lemon juice and green onions in a bowl (or for a smoother remoulade, whizz in a food processor). Chill thoroughly before serving.
For the classic cocktail sauce: Stir the ketchup, horseradish, Worcestershire and some salt and pepper together in a bowl. Chill before serving.
For the avocado crema: Put the yogurt, cilantro, avocados, lime juice and some salt in a food processor and mix until completely smooth. Gradually add the milk and keep blending until the desired consistency is reached. (You can add more or less milk as desired.)
Arrange the shrimp on a large platter over ice, and serve with separate ramekins of the avocado crema, remoulade and classic cocktail sauce and lemon wedges to garnish.