1. Position a rack in the middle of the oven and preheat to 375°F.
2. Remove the loose, papery outside peels of the garlic bulbs. With a sharp knife, cut off the top one-quarter of the garlic heads, exposing the cloves inside the peels. Partially enclose each garlic bulb in a packet of heavy-duty foil. Drizzle the garlic evenly with the sherry and olive oil. Seal the packets tightly, set them on the oven rack, and bake until the garlic is fragrant and tender enough to pierce easily with a paring knife, about 1 hour. Cool, then squeeze or scoop the softened garlic out of the peels.
3. In a food processor, combine the garlic puree, wine, orange juice, zest, sugar, achiote paste, 1 teaspoon salt, 1 teaspoon black pepper, and the red pepper. Process, stopping once or twice to scrape down the sides of the work bowl, until the mixture is fairly smooth.
4. In a shallow nonreactive bowl, combine the garlic mixture and the shrimp. Cover and let stand at room temperature, stirring once or twice, for 1 hour.
5. Meanwhile, light a direct-heat charcoal fire and let it burn down to medium-hot (5 seconds to "ouch") or preheat a gas grill to medium-high. Position the grill rack about 6 inches from the heat source.
6. Lift the shrimp from the marinade (reserve it) and divide them among 4 or 5 flat metal skewers. Preheat the oven to 400°F.
7. When the grill is ready, lightly oil the rack. Lay the skewers on the rack., cover, and grill, basting once or twice with the marinade and turning once, until the shrimp are lightly marked by the grill and just cooked through while remaining most, 6-8 minutes total.
8. Meanwhile, wrap the tortillas in 2 or 3 foil packets. Place in the oven until warm and supple, about 10 minutes.
9. Remove the shrimp from the grill and transfer to a cutting board. Coarsely chop the shrimp, then season them with salt and pepper. Transfer the shrimp to a communal dish or divide among individual plates. Serve immediately, accompanied by the tortillas and the salsa. Encourage guests to tear off pieces of tortillas and wrap portions of shrimp and salsa into them, to make informal soft tacos.