Position an oven rack in the top of the oven and preheat the broiler. Line a baking sheet with foil.
Peel, remove the white pith and slice the grapefruit and oranges into rounds. Transfer to the prepared baking sheet. Sprinkle each round with a little sugar. Broil the citrus, watching closely, until the edges are beginning to brown, 2 to 3 minutes.
While the fruit cools, assemble the salad on a platter. Evenly scatter the arugula over the platter. Drizzle lightly with olive oil, top evenly with the citrus slices, diced avocado, sea salt, goat cheese, pomegranate seeds and pistachios.