Slice the top and bottom of orange with a paring knife. Set one of the flat sides on your work surface. From top to bottom, following the curve of the fruit, cut away peel and white pith. Trim off any remaining pith. Holding the orange over a bowl, cut along both sides of each segment, staying close to the membrane, to release. Discard membrane.
In a large bowl, whisk together vinegar, thyme, black pepper, and lemon zest. Add orange segments, corn, edamame, and avocado. Toss to combine and serve.