Prepare the shrimp by peeling, deveining, and chopping into bite-sized pieces; if using raw shrimp, blanch in boiling water for 2 minutes until pink then immediately shock in ice water.
In a large glass bowl, combine the prepared shrimp with the fresh lime juice and let it marinate in the refrigerator for 10 to 15 minutes.
Finely dice the cucumber, Roma tomato, and red onion into uniform pieces for a consistent texture.
Whisk the extra virgin olive oil, chili powder, sea salt, and black pepper together in a small bowl to create a light dressing.
Remove the shrimp from the refrigerator and stir in the diced cucumber, tomato, red onion, and chopped cilantro.
Pour the chili-lime dressing over the mixture and toss gently to ensure everything is well-coated.
Carefully fold in the diced avocado just before serving to keep it from mashing, and enjoy chilled.