In a bowl, mix the mayonnaise, ketchup, Tabasco, Worcestershire sauce, lemon juice, salt, black pepper and cayenne to make the sauce.
If using raw shrimp, bring a pot of well salted water to a boil. Add the shrimp and cook until pink and opaque, about 1 to 2 minutes.
Transfer the cooked shrimp straight to a bowl of ice water to stop the cooking and keep them firm.
Cut the shrimp in half lengthwise if you like, keeping 4 whole shrimp aside for garnish.
Slice the avocado in half, remove the pit, and dice the flesh into small cubes.
Wash, dry and shred the lettuce.
Add the shrimp to the sauce and toss until well coated.
Arrange the shredded lettuce in a glass or shallow bowl, then layer the diced avocado on top.
Top with the sauced shrimp, then spoon over any remaining sauce.
Garnish with the reserved whole shrimp, a lemon slice, and fresh chives or dill.