In a bowl, toss the shrimp with 1 tablespoon olive oil, half the orange zest, half the lemon zest, salt, and black pepper until evenly coated.
Heat a large skillet over medium heat. Add the shrimp and cook for 2 to 3 minutes per side until pink and opaque. Remove from heat and set aside.
In a small bowl, whisk together the remaining olive oil, orange juice, lemon juice, and honey to make the dressing.
Place the arugula in a large serving bowl. Arrange the avocado slices and cooked shrimp on top.
Drizzle the citrus dressing over the salad and sprinkle with the toasted almonds just before serving.