In a medium bowl, mix together the shrimp, scallions, mayonnaise and lemon juice. Stir in Old Bay seasoning and salt to taste. Fold in the diced red bell pepper and cucumber. (You can make the recipe up to this point 1 day ahead.) Before serving, dice half the avocado and carefully fold it in. Slice the remaining avocado. Fill the buns until almost overflowing with the shrimp mixture, and top with three thin slices of avocado each. Serve with a lemon wedge.