Combine all ingredients, except endive, in a small bowl. Refrigerate shrimp mixture until needed. (Can be made a few hours before needed.) When ready to serve, divide and fill each endive leaf with shrimp and orange salad, set on a platter and serve.
Note: You will need two whole Belgian endive to get the 12 medium to large leaves required for this recipe. Save the leftover endive for another use, such as slicing and adding to a green salad.