Toasted Corn Cups: Preheat oven to 350 degrees F.
In a small bowl, combine oil and lime zest. Warm the tortillas in a skillet over medium-high heat for 20 seconds per side. Transfer the warmed tortillas to a work surface. Brush both sides with lime oil and sprinkle liberally with salt.
Use a 2-inch round cookie cutter to cut 2 to 3 circles from each tortilla. Press each circle into a 24-hole mini muffin pan, allowing the edges to curl decoratively. Bake for 5 to 7 minutes until the cups are crisp, but not brown. Remove from the oven and transfer to a wire rack to cool while making ceviche.
Ceviche: Bring a large pot of salted water to a boil over medium heat. Add the shrimp and remove from the heat. Stirring constantly, until the shrimp are just pink and opaque, about 60 to 90 seconds. Remove the shrimp with a slotted spoon and to a large bowl of ice water to stop the cooking process. While the shrimp are cooling, put the ear of corn on a high burner flame and allow it to lightly char, rotating frequently to char all sides. Remove from the heat and slice the grilled kernels from cob. Transfer the corn to a large bowl and add red onion, watermelon cubes, orange segments, orange juice, lemon juice, cilantro and jalapeno. Roughly chop the cooled shrimp and add it to the bowl. Season with salt, to taste. Cover and refrigerate for 30 minutes to allow flavors to develop, but not so long as to let the acid in the citrus to continue cooking the shrimp.
When ready to serve, use a fork to smash avocado together with lime juice in a small bowl. Spoon a scant teaspoon of avocado into the bottom of a toasted corn cup and top with some ceviche. Repeat with remaining corn cups. Arrange on a serving platter and serve immediately.