Fill pot with water, add 1 tablespoon salt, bring to boil. Cook shrimp 2–3 minutes until pink. Ice bath immediately, then drain and pat dry.
In small bowl, mix Greek yogurt, mayo, mustard, lemon juice, salt, pepper. Add half the dill. Adjust seasoning, add cayenne if desired.
Combine cooled shrimp, celery, red onion, cucumber, tomatoes in large bowl. Add dressing, toss gently.
Fold in diced avocado carefully to avoid mashing.
Cover and chill for 30 minutes. Stir before serving, adjust seasoning. Serve in avocado, on lettuce, or bread.