Heat the oil in a large skillet over medium-high heat. Add onion and pepper and sauté until onion softens, about 3 minutes. Add paprika and stir continuously for 1 minute. Sprinkle tilapia with salt and add to pan. Stir 1 minute, letting fish sear slightly. Add Gold’s Barbecue Sauce and hot sauce, bring to a simmer, and reduce heat to low. Simmer, stirring occasionally, until sauce has thickened, about 8 minutes.
Warm tortillas according to package directions. Lay 2 lettuce leaves on each tortilla and top with tilapia mixture. Top with avocado and cole slaw and roll to enclose filling. Serve immediately with plenty of napkins.