Preheat oven to 350 degrees.
Prep shrimp. If raw, place a pot of water on the stove and bring it to a rolling boil. Add one teaspoon of Old Bay seasoning. If shrimp have tails, remove them. Drop the shrimp into boiling water and boil until they turn pink and float to the top—about three minutes. Strain and run under cold water to cool. Set six shrimp aside. Rough chop the remaining shrimp into bite-sized pieces.
Prep avocados. Cut the avocados in half and remove the seed. Cull the flesh out of the avocados, leaving about 1/4 inch in the shell. Rough chop the flesh, leaving it chunky.
In a medium bowl, place the avocado flesh, chopped shrimp, chopped red onion, tomatoes, 3/4 of the shredded cheddar cheese, and lemon juice. Next, add the Old Bay Seasoning, salt, and pepper. Gently fold the ingredients together, mixing well, but carefully so as not to mash the avocado.
Scoop mixture evenly into avocado shells. Top each one with the remaining cheddar cheese. Place avocados in baking dish.
Bake at 350 degrees for 30 minutes. Remove from the oven and top each one with a shrimp. Let cool and serve.