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To make the dressing, mix all the ingredients together in a small bowl with a small pinch of salt and set aside. Can be made up to two days ahead and chilled.
Trim the fronds from the fennel and set aside, then slice the bulb as finely as possible (use a mandoline if you have one). Tip the sliced fennel, the reserved fronds and the rocket into three separate bowls of iced water, and let stand while you quarter the tomatoes and shred the lettuce.
Drain the fennel and rocket well, then arrange the fennel and its fronds, the rocket, tomatoes, shredded lettuce, prawns, extra seafood and avocado in separate piles or in small bowls over a large serving platter or board, along with the bowl of sauce in the middle (or, decant it into a squeeze bottle). Serve with olive oil for drizzling and the lemon wedges for squeezing over. Provide glasses or small bowls for everyone to create their own prawn cocktail, and a large empty bowl for those who want to toss ingredients together.