Special equipment: 6-inch bamboo skewers
Remove the heads and shells from the shrimp, keeping the tails intact, and reserve. Devein the shrimp and set aside on ice.
For poaching liquid: steep the saffron in the white wine. Heat olive oil in a large, heavy-bottomed pot over medium-high heat until oil slides easily across the pan, add the reserved shrimp heads and shells and cook until they turn an orange-red color. Add the fennel, onion, carrot and gently brown, about 2 minutes. Using a cheese grater, gently grate the tomato into the broth and cook for another 3 to 5 minutes. Add the white wine and saffron mixture, water, whole tarragon, and whole basil. Bring to a boil and reduce to a gentle simmer for 45 minutes, skimming frequently. Strain and set aside.
For the skewers: place shrimp on a skewer, piercing through the tail and body, about 3 per skewer. Season with kosher salt.
Return the poaching liquid to the stove and heat to a gentle simmer. Add the shrimp skewers to the liquid and cook, until the shrimp are firm and just cooked through, being careful not to over cook, about 2 to 2 1/2 minutes. Serve on top of Shaved Fennel with Citrus Vinaigrette and garnish with fennel fronds.
Carefully arrange fennel, avocado, and grapefruit on a plate and dress with the Citrus Vinaigrette.
In a medium size mixing bowl, whisk together the garlic, honey, mustard, vinegar, lemon juice, orange juice, and salt. Gradually pour the olive oil and canola oil into the mixture while whisking. Set aside.