Place lettuce in a large, shallow salad bowl. Arrange shrimp, onion, and cucumber on lettuce. With a short, sharp knife, cut peel and white membrane from oranges. Cut oranges crosswise into 1 cm thick slices; arrange on salad. Peel and pit avocado, thinly slice lengthwise, and place slices on salad. Pour dressing over salad and gently mix. Makes 6 to 8 servings.