For the Smoked Onion Mayo: Soak hickory chips in water. While the chips are soaking toss the onions in 1 teaspoon salt and sugar. Then place the chips in a preheated grill or smoker and hard smoke for 30 minutes. Once onions are smoked, caramelize them over medium-low heat in a large pan with the oil until nice and dark golden brown. Puree caramelized onions with Worcestershire, hot sauce, coriander and remaining 1/2 teaspoon of salt. Then fold onion puree into mayonnaise. Taste for seasoning.
For the Blackened Avocado: Place a cast-iron pan over high heat. Cut avocados in half and remove stone and then remove the peel. Coat avocado halves in Creole seasoning. Place oil in cast iron pan and then blacken avocados on both sides. Remove from pan, allow to cool slightly, and then dice into 1-inch pieces and lightly toss with vinegar, red onion and tomato.
For the Po'Boy: Sprinkle the shrimp in Creole seasoning and grill on each side for 1 minute. Cooking time may vary depending on your heat. Divide the shrimp between the bread, add the mayo, avocado, tomato slices and lettuce.