Add the shrimp to a bowl, season with the spices listed for the shrimp, add a splash of olive oil as well, let this marinate while you make the sauces.
Meanwhile, to make the Mayo Dressing, mix together the combining mayo, yogurt, juice of half a lime, orange juice, bell peppers, red onion, a dash of chili pepper, salt and pepper. Set aside.
For the Lime Sauce, combine cilantro, garlic, juice of one lime, a splash of red wine vinegar, olive oil, and salt in a blender. Or mix by hand. Set aside.
Cook the shrimp in a hot pan with a splash of olive oil, once they begin to brown slightly and turn opaque, turn them and cook for 1-2 minutes more. Remove from pan and place on paper towels to drain and cool.
While the shrimp is cooking, halve, pit, and scoop out the whole avocado from the skin using a large spoon. Place lettuce leaves on each plate, top with each piece of avocado.
When the shrimp has cooled, roughly chop and mix into the Mayo Dressing.
Fill avocados with the shrimp filling equally divided between the 4 pieces. Drizzle on the Lime Sauce, serve as an appetizer or side.