For the fish, combine the oil, chili powder, oregano, cumin, salt, cilantro, and thinly sliced jalapeno. Add the fish, stir to coat, and set this in the fridge to marinate for te to 15 minutes while you prepare the avocado crema.
For the crema, place the avocado, Greek yogurt, minced jalapeno, garlic, cilantro, lime zest and juice, and some salt in a food processor. Blitz until smooth and set aside.
Heat a grill or grill pan to medium-high heat. Remove the fish from the marinade and place it straight on the grill or grill pan. Sprinkle with a little extra salt and cook the fish for about five to six minutes, undisturbed. Turn the fish over and continue to cook until done to your liking. Flake the fish and serve on mini corn tortillas with the crema, some feta cheese, cilantro, lime wedges, and pico de gallo.