Marinade: Put all the ingredients in a medium bowl and whisk until smooth. Reserve 1/4 cup of the marinade in a small bowl.
Scallops: Add the scallops to the bowl with the marinade. Cover and refrigerate for up to 30 minutes. Remove the scallops from the marinade and pat dry with paper towels. Discard the marinade. Coat a large heavy saute pan with extra-virgin olive oil and put over medium-high heat. Add the scallops in a single layer. Cook until golden on 1 side, about 2 minutes, depending on size. Turn and brown on the other side, another 2 minutes. Drain on paper towels and set aside to cool slightly.
Caramelized Avocados: Coat the bottom of a small, nonstick skillet over medium heat, with extra-virgin olive oil. Sprinkle 1 side of the avocado slices with sugar, and salt and pepper, to taste. Add them to the skillet and cook until the sugar is caramelized and golden, about 2 minutes. Turn gently and cook for another 30 seconds. Remove to a plate and set aside.
Salad: Put the baby lettuces in a bowl with half of the grapefruit segments. Add the reserved 1/4 cup of marinade and toss until coated.
To serve: Put the dressed lettuces on a serving platter. Top with the caramelized avocados, remaining grapefruit segments, and scallops. Serve additional vinaigrette on the side.
*Achiote paste can be found in Latin markets. Look for a brand with no MSG or artificial additives.