Start by marinating the shrimp. In a bowl, combine the shrimp with olive oil, paprika, cumin, salt, and pepper. Allow the shrimp to soak in the flavors for about 15-20 minutes.
Preheat your grill or grill pan to medium-high heat. Once hot, add the marinated shrimp and cook for about 2-3 minutes on each side or until they turn pink and opaque.
While the shrimp is grilling, cut your avocados in half and remove the pits. Gently scoop out a little extra flesh to create a larger cavity for the salad.
In a small bowl, whisk together the Greek yogurt, Dijon mustard, and reserved lemon or lime juice. Season with salt and pepper to taste.
In a mixing bowl, combine the grilled shrimp, chopped chives or scallions, and roasted red bell pepper strips. Drizzle a bit of olive oil and add additional lemon or lime juice if desired. Toss gently to mix all ingredients.
Fill each avocado half with the shrimp salad mixture, topping with a dollop of the creamy dressing. Garnish with additional chives if you like, and serve immediately.