Citrus Shrimp Salad

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Dressing:

2 large navel oranges

1 tablespoon heavy cream 

1 tablespoon rice vinegar or white wine vinegar 

2 teaspoons Dijon mustard 

Kosher salt and freshly ground black pepper 

2 tablespoons extra-virgin olive oil 

Salad:

1 1/4 pounds extra-large shrimp, peeled and deveined, tails removed

1/2 teaspoon Old Bay seasoning 

Kosher salt 

2 tablespoons extra-virgin olive oil 

1 large ripe avocado, pitted and diced 

1 Persian cucumber, thinly sliced into half moons 

1 medium bulb fennel, trimmed, quartered, cored and very thinly sliced (on a mandoline or by hand), fronds reserved for garnish 

2 heads butter lettuce, trimmed and torn into bite-size pieces