Rinse shrimp under cold water and remove their tails. Drain and pat dry with paper towels.
Heat olive oil in a pan over medium high heat. Once hot, add shrimp and season with salt and pepper. Cook shrimp just until they turn pink, about 2-3 minutes. Remove shrimp from the pan, and let cool in a large mesh strainer over a bowl to let the excess liquid strain off.
Once cool, chop shrimp into bite-sized pieces.
Add the remaining ingredients except the garnishes to the shrimp, and let marinate in the refrigerator for at least 30 minutes.
When ready to serve, taste the shrimp and adjust seasoning if needed. Place the shrimp mixture onto small spears from the romaine heart. Once all the spears are filled, garnish with cotija cheese (if using) and cilantro leaves.
Serve chilled.