Peel and devein shrimp. Place in bowl with jalapeno, juice of 1/2 a lime and olive oil. Toss to coat and let sit for 15 minutes. In separate bowl combine cilantro, avocado, red pepper, and onion. Add juice of 1 lime, cayenne and salt. Toss to coat. Cook off shrimp on grill or on stove top in a skillet. Add shrimp to salad and toss to coat. Serve on bed of lettuce.