With a knife, peel one orange to remove the bitter pith.
Using a juicer, squeeze the 2nd orange and place the juice in a small bowl.
Add 1 teaspoon of the hot sauce into the orange juice. Add 1 tablespoon of olive oil and the mint. Whisk and season with salt and pepper.
Add the shrimp and with a large spoon, gently toss to coat the shrimp with the marinade. Let this sit for 15 minutes.
In another bowl, place lime juice, the remaining 1/4 cup of oil. Add the remaining teaspoon of hot sauce and brown sugar. Whisk to emulsify then add the tomatoes, onion, cilantro and oregano, Season lightly with salt. Toss to combine with a large spoon to combine.
Oil the grates of the grill. Or preferably coat a grill basket with Pam. Heat grill to medium high heat. Or coat a stove top grill pan with Pam. Heat the grill pan over medium high heat.
Once the pan or grill is hot, add the shrimp. Don't over-crowd shrimp. Cook the shrimp in batches if necessary. Crowded shrimp will build mositure and not sear properly.
Grill the shrimp over high heat for about 4 minutes, turning once or twice until lightly charred and cooked through.
To plate, place a large spoonful of the tomato dressing on plates. Add the sliced avocado and orange slices. Top with grilled shrimp. Garnish with frisee lettuce (optional)