Combine all of the ingredients in a medium saucepan set over medium heat. Whisk until smooth.
Bring to a boil, then simmer, whisking frequently, until thickened, about 3 minutes.
The Yogurt Sauce:
In a small bowl, stir together the yogurt, chili garlic sauce, lime juice, lime zest and salt until combined.
The Tacos:
In a medium bowl, toss the shrimp with the olive oil, salt and pepper.
Heat a large nonstick skillet over medium-high heat.
Add the shrimp and cook until just barely cooked through, 1 to 2 minutes per side. Toss the shrimp with the teriyaki sauce.
Wrap the corn tortillas in a paper towel and microwave on HIGH for 30 seconds to soften the tortillas.
Using 2 tortillas per taco, stuff each with ⅓ cup of the slaw, about 5 shrimp, and 1 tablespoon of the yogurt sauce. Drizzle the extra teriyaki sauce on top.