Preparing the Shrimp: Heat olive oil in a skillet over medium heat. Season shrimp with salt and pepper. Cook shrimp for 2–3 minutes per side, until pink and opaque. Do not overcook. Remove shrimp from skillet and let cool. Chill in the fridge for 10–15 minutes.
Preparing the Dressing: In a small bowl, combine mayonnaise, ketchup, pickle relish, lemon juice, and Worcestershire sauce. Mix well and season with salt and pepper to taste. Refrigerate until ready to use.
Assembling the Salad: Arrange lettuce on a serving platter or individual plates. Add cherry tomatoes, cucumber slices, and red onion. Arrange chilled shrimp on top of the salad. Drizzle with Thousand Island dressing. Optionally add avocado slices and lemon wedges for garnish.