Preheat the grill (fire up the coals or turn on the grill) to a medium-high temperature. While the grill is preheating, add all ingredients for the shrimp to a sealable bag and shake well to combine. Coat the flesh side of the avocados with avocado oil or olive oil and sprinkle with sea salt.
Place avocados on the grill cut-side down. Grill 2 minutes, flip, and grill another 2 minutes. Place grilled avocados on a plate and set aside.
Place shrimp on the grill and cook until grill marks appear, about 2 to 3 minutes. Flip and continue grilling another minute or two, until shrimp are cooked through. Transfer shrimp to a plate.
Stir together all ingredients for the mango salsa in a bowl.
Stuff each avocado half with mango salsa and top with 2 or 3 grilled shrimp. Serve and enjoy! Note: you will have leftover shrimp, which you can place in a bowl and serve to guests who want more.