Place tilapia fillets in 8x8 baking dish. In a small bowl, combine oil, lemon juice, Worcestershire sauce, garlic, salt, and pepper. Pour over tilapia and refrigerate for at least 30 minutes allowing fish to marinade.
Meanwhile in a small bowl, combine Greek yogurt and cilantro. Stir well and refrigerate until ready for use.
Heat grill to medium heat. Remove tilapia from marinade and generously sprinkle Cajun seasoning all over each fillet.
Spray grill with olive oil cooking spray to prevent tilapia from sticking. Cook tilapia for 3 to 4 minutes on each side. When cooking fish or any meat, cook until slightly under-cooked. Remove and wrap in aluminum foil. Make sure all edges are sealed tightly. This allows the fish or meat to continue cooking at a lower heat and it will turn out extra tender and juicy.
Meanwhile, warm corn tortillas. Flake 1/2 of a fillet down the center and top with cilantro mixture, tomatoes, avocado, and lettuce.