In a mixing bowl, toss the shrimp with olive oil and Cajun seasoning until they are well coated.
Heat a skillet over medium-high heat. Add the seasoned shrimp and cook them for 2-3 minutes on each side until they are pink and opaque.
While the shrimp are cooking, prepare the salad by combining mixed greens, cherry tomatoes, cucumber, avocado, red onion, and feta cheese in a large bowl.
Once the shrimp are cooked, let them cool slightly, then add them to the salad.
Drizzle the salad with lemon juice and season with salt and pepper to taste.
Toss the salad gently to combine all the ingredients well.
Serve immediately.
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