First, combine all the ingredients for the Cajun seasoning. Mix the prawns with the buttermilk and 3 tbsp of the Cajun seasoning in a large bowl, then set aside.
To make the sauce, combine all the ingredients in a small bowl. Season and set aside. Combine all the ingredients for the coating in a separate bowl with the remaining Cajun seasoning and a pinch of salt, then set aside.
Take one prawn at a time, gently shake off any excess buttermilk mixture, then dip into the coating using a fork, turning to ensure it is fully covered before transferring to a plate. Leave to rest for 15 mins.
Fill each glass almost to the top with lettuce, then spoon 2 tbsp of the sauce into each. Divide the avocado slices between four martini glasses, arranging them in a fan against the rim of each glass, so the tops are sticking up over the rims.
Heat a 10cm depth of oil in a shallow saucepan or deep-fat fryer until it reaches 180C, or when a cube of bread dropped into the oil browns within 20 seconds. Fry the coated prawns in batches of 10 for 4-5 mins per batch until golden and crisp. Transfer to a plate lined with kitchen paper using a slotted spoon and leave to drain. Repeat until all the prawns are cooked, then season with salt and divide between the glasses. Sprinkle over the chives.