Heat a large skillet over medium-high heat and add 2 teaspoons oil for cooking with high-heat, such as canola, grapeseed or rice bran and heat until shimmering. Add the shrimp in a single layer and cook until they turn white halfway through, about 4 minutes. Turn the shrimp and sprinkle in the white parts of the scallions and the lemon zest; cook until the shrimp is done, about 1 minute. Reduce the heat to low and gently stir in the avocado and soy sauce. Sprinkle with freshly ground black pepper and serve with additional lemon wedges.
This dish cooks quickly, so for optimal execution, I recommend having all of your food prep finished before you start cooking.