In a medium bowl, toss shrimp with olive oil, chili powder, cumin, and salt; let marinate for 10 minutes.
To make the corn salsa, combine corn, red onion, 2 tablespoons cilantro, 1 tablespoon lime juice, and jalapeno in a bowl; season with salt to taste.
To make the creamy sauce, whisk together sour cream, garlic, remaining 1 tablespoon lime juice, and 1 tablespoon cilantro until smooth.
Preheat grill to medium-high heat and grill shrimp for 2-3 minutes per side until opaque and slightly charred.
Divide cooked rice among four bowls.
Top rice with grilled shrimp, corn salsa, and sliced avocado.
Drizzle the creamy sauce over each bowl and serve immediately.