In a large mixing bowl, combine the lime juice, zest, cilantro, cumin and oil and whisk well. Add the shrimp and toss to coat. Do not marinate shrimp longer than 5 minutes or the lime juice will begin cooking the shrimp.
Preheat a barbecue or grill pan to medium-high heat. Season the shrimp with salt and pepper to taste and grill for 2-3 minutes on each side or until lightly charred and cooked through, making sure not to overcook the shrimp. Remove the shrimp from the grill and place on a serving platter, with a small serving bowl of the avocado puree. Garnish the shrimp with fresh sprigs of cilantro and serve.
To make the avocado puree: Add the avocado, lime juice, sour cream and jalapeno pepper to a blender and puree until smooth, scraping sides of the blender as needed. Season with salt to taste. Serve immediately or place in a covered, airtight container and refrigerate until serving.