If using frozen shrimp, thaw it in a bowl of cold water for about 10 minutes, then spread it on paper towels and dry it thoroughly.
Whisk the Greek yogurt with the lime juice, chopped cilantro, chili and olive oil.
Toss the shrimp with about a third of the dressing and leave for 5 minutes.
Slice the cucumber and tear the lettuce into a wide bowl.
Dice the avocado just before serving.
Combine everything with the remaining dressing, folding gently so the avocado stays in pieces. Taste before adding any salt.