Fill a large pot with at least 6 cups of water and add the Old Bay seasoning. Bring it to a bowl and add the shrimp. Boil for just about 2 minutes, until the shrimp turns pink.
In a bowl, whisk together the olive oil, lemon juice, vinegar, parsley, dill, salt, pepper flakes, celery seeds, allspice and garlic.
In a mason jar or large dish that can be sealed, place the shrimp, corn and onions. Add the lemon slices. Pour the mixture over top and let sit in the fridge for at least 6 hours, or overnight. I wouldn't do too much longer before serving.
To make the salad, slice an avocado (or 2, or 3!) thinly and place it on a plate. Spoon the pickled shrimp (with the oil as dressing!) over top and serve.