Make the marinade: Whisk together all the ingredients in a large bowl. Reserve 2 teaspoons of the marinade. Add the shrimp to the marinade and refrigerate for at least 3 hours and up to 6.
Make the vinaigrette: In a large bowl, whisk together the lime juice, mustard, zest, and reserved marinade. While whisking, drizzle in the oils to form a smooth vinaigrette. Set aside.
Make the salad: Remove the shrimp from the marinade; scrape off any excess marinade from the shrimp.
Season the shrimp, to taste, with salt. Heat the oil in a large skillet over a medium-high heat. Add the shrimp and cook, turning once, until just cooked through, about 1 1/2 minutes per side. Remove the skillet from the heat.
In a bowl, toss together the onion, mango and avocado. Dress lightly with some of the vinaigrette. Season with salt and pepper, to taste.
In a another bowl, lightly toss the lettuce with some of the vinaigrette and season with salt and pepper.
Mound the salad in the center of a platter and surround with the shrimp. Spoon some of the dressing over the shrimp and serve. (Reserve remaining vinaigrette for another use.)
Recipe courtesy of Alfred Portale, Gotham Bar and Grill, NYC