Creating Mexican Shrimp Cocktail is simplified with these straightforward steps:

1. Prepare the Shrimp: In a medium pot, bring salted water to a boil. Add the shrimp and cook for about 2-3 minutes or until opaque. Drain and rinse with cold water to stop the cooking process.
2. Chop Vegetables: While the shrimp cools, prepare the vegetables. Dice the tomatoes, cucumber, onion, and jalapeño. Chop the cilantro and dice the avocado.
3. Combine Ingredients: In a large mixing bowl, combine the cooked shrimp, diced tomatoes, cucumber, red onion, jalapeño, and cilantro.
4. Make the Sauce: In a small bowl, whisk together the ketchup, lime juice, hot sauce, salt, and pepper. Adjust seasoning to your taste.
5. Mix Everything Together: Pour the sauce over the shrimp mixture and stir gently until everything is well coated.
6. Chill: Cover the bowl with plastic wrap or a lid and chill in the refrigerator for about 30 minutes to allow flavors to meld.
7. Add Avocado: Just before serving, gently fold in the diced avocado to keep it intact.
8. Serve: Spoon the cocktail into serving bowls and garnish with lime wedges.

Following these steps will help you create an incredible dish that impresses friends and family alike.