Prepare marinade by combining the lemon juice, vinegar, 2 tablespoons of the olive oil, olives, anchovies, red onion, bay leaf, and cayenne.Heat the remaining tablespoon of olive oil in a medium saute pan and fry the garlic 1-2 minutes, or until fragrant. Add the shrimp and cook, stirring occasionally until no longer pink. Add the shrimp, garlic and accumulated juices into the marinade and stir to coat.Let cool to room temperature and then place in the fridge to chill another hour or two, stirring once or twice.Serve alone or atop a bed of lettuce or whole grains, with the sliced avocado, if desired.