Bring a medium pot of water to a boil. Add shrimp, and cook until opaque, about 1 minute. Transfer to a plate using a slotted spoon; let cool. Cut into 1/4-inch pieces.
Transfer shrimp to a medium bowl. Add lime juice, chopped scallions, jalapeno, and salt. Stir to combine. Refrigerate for at least 30 minutes or up to 2 hours.
Just before serving, cut avocado into a 1/4-inch cubes, and fold into shrimp mixture. Separate endive leaves, and arrange 24 on a platter. Spoon about 1 teaspoon shrimp salad onto each leaf. Garnish with sliced scallions, and sesame seeds if desired.
I loved these!! They were really fancy-looking but very easy to make. I brought them to a dinner party and they were a very big hit.