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We have developed a Monte Carlo technique for self-consistently calculating the hydrodynamic structure of oblique, steady-state shocks, together with the first-order Fermi acceleration process and associated non-thermal particle distributions. This is the first internally consistent treatment of modified shocks that includes cross-field diffusion of particles. Our method overcomes the injection problem faced by analytic descriptions of shock acceleration, and the lack of adequate dynamic range and artificial suppression of cross-field diffusion faced by plasma simulations; it currently provides the most broad and versatile description of collisionless shocks undergoing efficient particle acceleration. We present solutions for plasma quantities and particle distributions upstream and downstream of shocks, illustrating the strong differences observed between non-linear and test-particle cases. It is found that there are only marginal differences in the injection efficiency and resultant spectra for two extreme scattering modes, namely large-angle scattering and pitch-angle diffusion, for a wide range of shock parameters, i.e., for subluminal shocks with field obliquities less than or equal to 75 degrees and de Hoffmann-Teller frame speeds much less than the speed of light.