Wash all the fruit. Use a paring knife to cut the ends off the grapefruit so you see the red flesh with no white pith remaining. Stand the grapefruit on one cut end and use the knife to cut in downward strokes to remove the peel and white pith. do not worry if you cut some of the fruit off with the peel. Work over a glass bowl now and hold the grapefruit in one hand and with your other hand, cut between the thin membranes to release the segments into the bowl. Some juice will fall into the bowl as well. Keep a liquid measuring cup nearby and squeeze the juice from the pulp into it. Discard the pulp. Repeat process with the lemon and oranges. When all the citrus has been segmented, drain the excess juice into the measuring cup. Mix the juices and pour most of it out so that 3 cup of juice is remaining in the measuring cup. Add olive oil, salt, and pepper. Whisk together and set aside.

Cut the avocado in half. Carefully cut the flesh crosswise into thin slices. Turn the skin inside out to release the slices into the bowl of citrus. Toss with the dressing and divide among three plates. Place two ounces of shrimp in the center of each plate. Serve immediately.