Dice the romaine into bite sized pieces, place in large salad bowl and set aside. In a medium non-stick pan heat the olive oil. Add the avocado and saute for 5 minutes. Remove the avocado with a slotted spoon and set aside in a bowl. Pour out all but 2 tablespoons of avocado oil into a small bowl, and reserve.
Add the minced shallot to the skillet and return to medium heat. Cook, stirring until shallots begin to soften (about 30 seconds). Add the shrimp, salt and pepper and jalapenos or cayenne, if using, and saute until shrimp are cooked through (3-4 minutes).
Remove from heat and spoon the shrimp into the bowl with the Avocado pieces. Add the chives and cilantro and fold together gently, just to combine the ingredients. With a rubber spatula, scrape any remaining oil in the skillet into the bowl with the reserved avocado oil. Whisk in the lime juice and salt and pepper to taste to make a dressing. Toss some of the dressing with the romaine until the lettuce is nicely coated, divide among serving plates. Top the lettuce with hot shrimp mixture, drizzle with additional dressing, garnish with cilantro and serve.