Diffusive shock acceleration (DSA) at relativistic shocks is likely to be an important acceleration mechanism in various astrophysical jet sources, including radio-loud AGN. An important recent development for blazar science is the ability of Fermi-LAT data to pin down the power-law index of the high energy portion of emission in these sources, and therefore also the index of the underlying non-thermal particle population. This diagnostic potential was not possible prior to Fermi launch, when gamma-ray information was dominated by the highly-absorbed TeV band. This paper highlights how multiwavelength spectra including X-ray band and Fermi data can be used to probe diffusive acceleration in relativistic, oblique, MHD shocks in blazar jets. The spectral index of the non-thermal particle distributions resulting from Monte Carlo simulations of DSA, and the fraction of thermal particles accelerated to non-thermal energies, depend sensitively on the particles' mean free path scale, and also on the magnetic field obliquity to the shock normal. We investigate self-consistently the radiative synchrotron/Compton signatures of the resulting thermal and non-thermal particle distributions. Important constraints on the frequency of particle scattering and the level of field turbulence are identified for the blazar AO 0235+164. The possible interpretation that turbulence levels decline with remoteness from jet shocks, and a significant role for non-gyroresonant diffusion, are discussed.