Make the salsa first, by gently combining all the salsa ingredients together in a bowl.
In another bowl, mix the cumin, chili powder, paprika, salt, pepper and coat the shrimp with this seasoning mix.
Heat a skillet over medium-high heat with 1 Tbsp of oil. Once hot, add the shrimp to the skillet and sear on both sides for about 2-3 minutes, until cooked through.
To assemble the wraps, add one spoonful of salsa to each romaine leaf, diced avocado, a few shrimp and a bit of cilantro/parsley on top.