Separate the inner leaves from 2 heads of romaine lettuce and soak them in ice water for 5 minutes to crisp them up and make them pliable for wrapping. After soaking, spin them dry in a salad spinner or pat them thoroughly with paper towels to remove excess moisture—this prevents the wraps from becoming soggy. Set the dried leaves aside on a clean kitchen towel.
Finely dice the celery, carrot, and cucumber into uniform small pieces so they distribute evenly throughout the salad and fit neatly into the lettuce wraps. Mince the garlic clove and thinly slice the green onions. I like to keep the vegetable pieces small and consistent in size—it not only looks more refined but also ensures every bite has all the flavors and textures together. Set all prepped vegetables aside in separate small bowls.
In a medium bowl, combine the steamed diced shrimp with the prepped vegetables from Step 2 (celery, carrot, cucumber, garlic, and green onions). Add the mayonnaise, Dijon mustard, celery salt, cayenne, smoked paprika, Tabasco, and Worcestershire sauce. Squeeze in the juice from 1/2 lemon and mix everything together gently but thoroughly until well combined. Taste and add salt as needed to your preference. I find that a little extra lemon juice at the end brightens everything up, so don't be shy with the citrus.
Lay out a prepared romaine leaf on a clean surface and spoon about 2-3 tablespoons of shrimp salad into the center, leaving enough room on the sides to fold or wrap. Divide the diced avocado among the wraps and distribute it over the shrimp salad—adding it at the end prevents it from getting bruised or oxidized. Arrange the finished wraps on a serving platter.
Sprinkle fresh dill sprigs and a pinch of smoked paprika over the top of each wrap for color and fresh flavor. Cut the remaining lemon into wedges and place them on the platter for guests to squeeze over their wraps as desired. Serve immediately while the lettuce is still crisp and cold.