Step 1

Combine the orange juice from one of the oranges, lemon juice, olive oil, shallots, kosher salt and pepper in a container with a tight-fitting lid and shake it vigorously to combine.

Step 2

Reserve 1⁄2 cup of the vinaigrette for dressing the salad and pour the remaining vinaigrette into a medium nonreactive bowl.

Step 3

Put the shrimp in the bowl, season with salt and pepper and toss; let it sit for about 30 minutes.

Step 4

Prepare your outdoor grill, or heat a grill pan over medium-high heat.

Step 5

Grill the shrimp until just cooked through and opaque, about 1 1/2 minutes per side. Transfer to a plate.

Step 6

Divide the baby greens on four plates, top with sliced fennel, oranges, avocados and shrimp.

Step 7

Season with salt and pepper to taste and drizzle with the remaining vinaigrette, about 2 tbsp per salad.