Make the Spice Rub: In a small bowl, combine the smoked paprika, onion powder, kosher salt, garlic powder, dried thyme, black pepper, and cayenne pepper. Mix until evenly distributed.
Season the Fish: Pat the mahi-mahi fillets completely dry with paper towels. Sprinkle the spice rub generously over all sides of the fish, gently pressing it into the flesh to ensure it adheres well.
Prepare the Citrus Salsa: Slice the top and bottom off the orange. Stand it on a cutting board and carefully cut away the peel and white pith. Holding the orange over a medium bowl to catch any juices, cut between the membranes to release the orange segments into the bowl. Add the diced shallot, minced jalapeño, chopped cilantro, and 1 tablespoon of the lime juice to the bowl. Stir gently to combine.
Cook the Fish: Heat the avocado oil in a large grill pan over medium heat. Once hot, place the seasoned fillets on the pan. Cook for 4-5 minutes per side, until the fish is opaque and flakes easily with a fork. The internal temperature should reach 145°F (63°C).
Assemble the Tacos: Transfer the cooked fish to a plate and let it rest for a minute. Use two forks to break it into large, bite-sized pieces, then drizzle with the remaining 1 tablespoon of lime juice. Warm the corn tortillas. To build the tacos, layer a bed of shredded purple cabbage on each tortilla, add a generous portion of the flaked fish, and top with the citrus salsa. Garnish with a few fresh cilantro leaves and serve immediately.