Peel the avocado and place the flesh in a bowl. Using the back of a spoon, coarsely mash the flesh and season with salt, pepper, and lemon juice. Spread the mixture on one side of two of the bread slices. Top with shrimp and lettuce. Spread one side of the remaining two bread slices with the mayonnaise. Set those bread slices, mayonnaise side down, on top of the sandwich. Cut in half or quarters before serving.