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Make the spicy mayo by combining the mayonnaise, chili paste, lime juice, and chopped cilantro. Stir well and refrigerate until ready to use.
To serve, carefully peel away the lettuce leaves and line a large platter with the lettuce cups. Top each with a bacon-wrapped scallop, 2 slices of avocado, and a spoonful of spicy mayonnaise. Garnish with cilantro leaves.