In a container large enough to hold the shrimp, combine the olive oil, lemon juice, onion, garlic, dill, salt, and pepper. Pour half of the marinade into a cup or small container and refrigerate, covered, while you finish the salad. Add the shrimp and the jalapeño peppers, turn to coat the shrimp and peppers well, and refrigerate, covered, for about 2 hours.
Meanwhile, soak wooden skewers in water to cover for at least 30 minutes, or use metal skewers.
Preheat the grill to medium-high. Remove the shrimp and the peppers from the marinade. Skewer the shrimp. Add the corn to the grill along with the skewered shrimp and jalapenos, and grill for about 6 to 10 minutes in total (the shrimp will take about 4 minutes, the jalapeño peppers will take about 6, the corn 8 to 10 minutes), turning the shrimp, peppers, and corn frequently as they develop grill marks. Remove from the grill when the shrimp is cooked through, the corn has nice brown char marks in spots, and the jalapeños are softened and have char marks all over the outside. Remove the shrimp, corn, and peppers to a plate and allow them to cool to just warm or room temperature.
Peel the jalapeño peppers, discard the core, seeds, and inner ribs, and mince them, then add them to the dressing, and stir or shake to combine. Slice the kernels from the corn cobs.
Assemble the salad:
In a large bowl, toss the lettuce with half of the reserved dressing, then place it on a large shallow serving bowl or platter. Peel and thinly slice the avocados. Arrange the shrimp, avocados, corn, and onions attractively over the salad. Drizzle over as much of the reserved dressing as you like and serve.
Notes
Make sure your shrimp is peeled and deveined before you grill them. You can do this yourself or purchase them peeled and deveined for a little more money, so it’s up to you whether or not this task feels doable or annoying. If you want to leave the tails on, you can pick them up from the salad with their tails, but if you would rather have this be a fork and knife salad, then take the tails off.Skewer the shrimp before grilling, or you'll lose some through the grates! You can also use a grill basket if you prefer.Variations:
You can feel free to swap in lime juice for the lemon.
Try other herbs instead of the dill, like basil or oregano.
Use diced tomatoes in place of the cherry or grape tomatoes if you wish.
Skip the corn, or use leftover cooked corn instead of grilling it.
Add some feta or other crumbled cheese if you like.