Lightly brush the shrimp, corn, jalapeno, scallions and onion wedges with canola oil, sprinkle with salt and place on the grill. Cook the scallions and shrimp until charred and the shrimp are cooked through, about 2 minutes per side. Cook the jalapeno and red onion until charred and softened, 3 to 4 minutes. Cook the corn, rotating every 2 minutes, until charred and the kernels have turned bright yellow, 6 to 8 minutes. Remove the vegetables and shrimp to a baking sheet and let cool.
Cut the grilled shrimp into 1/4-inch pieces and place in a medium bowl. Seed and finely chop the jalapeno; add to the bowl. Finely shop the scallions and red onion and cut the kernels from the corn; add all three to the bowl. Stir in the cucumber, lime zest and juice, paprika, coriander and cumin. Refrigerate for 30 minutes to allow the flavors to meld.
Before serving, fold in the cilantro and avocado. Serve with tortilla chips.