In a bowl whisk together all of the ingredients for the dressing. Place the shrimp In a separate bowl and pour half of the dressing over the shrimp. Give them a stir to ensure that they are all well coated in the dressing. Leave to marinate while you prepare the rest of the salad.
Remove the peel from the grapefruit and orange and then cut each into segments. Cut the fennel bulb in half lengthwise and then thinly slice or shave each half into thin pieces. Slice the avocado.
Heat a non stick skillet or grill pan on medium high heat. Add in the shrimp and cook for 2-3 minutes per side until cooked through and pink in colour.
Place the lettuce in a large salad bowl an arrange the sliced fennel, avocado and grapefruit and orange segments on top. Top with the cooked shrimp and then toss the salad in the reserved dressing. Serve.