Halve the avocado, remove the pit, peel, and cut into eighths. To make the dressing, mix the mayonnaise, ketchup, Worcestershire sauce, and Tabasco sauce together in a bowl. Season with salt and pepper to taste. Add the shrimp and mix well.
Heat a non-stick skillet or grill pan until almost smoking, add the wraps one at a time, and cook for 10 seconds on each side. This will add some colour and soften the wraps.
To assemble the wraps, place a lettuce leaf in the center of each wrap, then divide the shrimp in dressing evenly between them. Top with some avocado, then fold in the wraps at the ends, roll up, cut in half diagonally and serve.