Add the olive oil to a skillet and heat over medium-high heat.
Toss the raw shrimp in the blackening seasoning and cook in the olive oil until opaque. (Just about 2 minutes per side)
Dice the avocado, slice the red onion, and lay out your lettuce leaves.
Once the shrimp are cooked, you can layer your lettuce wraps. I add the shrimp first, then the avocado, red onion, then the cilantro lime sauce.
Serve immediately while the shrimp are still warm. If you have any left over, store the shrimp separately and assemble when ready to eat.