Fresh lime juice and zest pack a nice punch of flavor with grilled shrimp. Feel free to add different-colored bell pepper or other vegetables, such as broccoli or cauliflower, if you want.
In a large bowl, add shrimp, bell pepper, garlic, oil, lime juice, lime zest, salt, and black pepper. Toss to coat. Cover bowl and let shrimp marinate in the refrigerator 15 minutes.
Preheat grill to medium-high heat. Cut four (12" × 18") rectangles out of heavy-duty foil.
Divide shrimp mixture (with juices) evenly among foil rectangles. Fold foil over shrimp to seal each packet.
Grill foil packets 5–6 minutes on each side. The shrimp will be opaque when it’s done.
Let packets rest 5 minutes before carefully opening them. Serve each portion topped with 1 tablespoon cilantro leaves and 1/4 avocado slices along with 1 lime wedge to squeeze on top.