Wash cucumbers and slice them in half lengthwise. Use a spoon to scrape out the seeds and a portion of the flesh to create a channel for the filling.
Heat olive oil in a skillet over medium-high heat.
Season shrimp with chili powder, salt, and pepper.
Sauté shrimp for 2-3 minutes until pink and opaque. Remove from heat and allow to cool slightly.
In a medium mixing bowl, mash the avocados with lime juice until a chunky paste forms.
Fold in the cooked shrimp, diced red onion, and chopped cilantro into the avocado mixture.
Divide the shrimp and avocado mixture evenly among the four cucumber halves, pressing down slightly to secure the filling.
Garnish with extra cilantro and serve immediately to prevent oxidation of the avocado.