Bring a large pot of water to a boil and blanch the peeled and deveined shrimp for 1-2 minutes until they just turn pink and opaque.
Immediately transfer the shrimp to an ice bath to stop the cooking process, then drain and pat thoroughly dry.
Chop the chilled shrimp into bite-sized pieces and place them in a large glass or ceramic mixing bowl.
Pour the lime juice, lemon juice, and orange juice over the shrimp, ensuring they are fully submerged, and let marinate in the refrigerator for 20 minutes.
While the shrimp marinates, finely dice the red onion, cucumber, and Roma tomato, and mince the jalapeño.
Gently fold the diced vegetables and the chopped cilantro into the shrimp mixture.
Carefully dice the avocado and fold it in last to maintain its shape and creamy texture.
Season with sea salt and black pepper, then serve immediately in chilled bowls.