Butterfly shrimp by inserting a knife about three-quarters of the way into shrimp near the head. Then cut nearly all the way down the center of the shrimp’s back to the tail, leaving the shell on as this will keep the shrimp tender when grilling on high heat.
Brush shrimp with oil, and season with salt and pepper. Grill for 2 minutes on each side until shells are hot and opaque. Place lemon on grill for 1 minute.
Squeeze grilled lemon over shrimp. Cut avocado in half, slice, and season with salt and pepper to taste.
Toss shrimp and avocado with chopped salad contents in large bowl. Drizzle with dressing, add toppings, and serve.