1. To make shrimp, combine thyme, garlic, olive oil, and salt and pepper to taste in a container large enough to marinate shrimp. Add shrimp and refrigerate 30 minutes to 1 hour, stirring once or twice.
2. To make quinoa, heat a pot over medium-low heat and add canola oil. Add onions and a healthy pinch of salt and cook until soft and beginning to turn translucent, about 5 minutes. Add quinoa and stir to coat with oil. Add water and bring to a boil. Add garlic, bay leaf, and thyme. Cover and simmer for 25 to 30 minutes until water is absorbed. Add 1 teaspoon salt, lemon zest, and lemon juice of 1 lemon to quinoa and fluff. Keep covered for 10 more minutes off the flame.
3. As quinoa rests, grill shrimp until done, approximately 1 1/2 minutes per side.
3. Mix remaining lemon juice, orange segments, orange juice, olive oil, and salt and pepper to taste. Add warm quinoa and gently toss. Add herbs and shrimp and toss gently Serve garnished with avocado.