Clean and devein the shrimp, then briefly blanch in boiling water for 2 minutes until just pink and opaque.
Immediately transfer the shrimp to an ice bath to stop the cooking process, then drain and chop into 1/2-inch pieces.
In a large glass or ceramic bowl, submerge the chopped shrimp in the lime juice and let marinate in the refrigerator for 15 minutes.
Finely dice the red onion, cucumber, and roma tomato, and mince the jalapeño.
Remove the shrimp from the refrigerator and fold in the diced vegetables, cilantro, and chili powder.
Season the mixture with sea salt and black pepper, stirring gently to combine.
Carefully fold in the diced avocado just before serving to maintain its texture.
Serve chilled in a bowl or over a bed of leafy greens for a clean, high-protein meal.