In a medium bowl mash avocado with a fork. Add cheese; stir until smooth. Stir in catsup, horseradish, lemon peel, lemon juice, and chili powder.
On one tortilla spread 1/4 cup of the avocado mixture, leaving 1-inch border around the edges. Top with a layer of spinach. Sprinkle with a scant 2 tablespoons almonds and about 1/4 cup shrimp. Roll up tightly. Secure with a party pick, if necessary, to prevent unrolling. Repeat with remaining tortillas, avocado mixture, spinach, almonds, and shrimp.
Place rolled tortillas on a tray or platter. Cover and chill up to 4 hours before serving. To serve, cut each rolled tortilla into 1-inch slices, discarding ends. Secure with party picks, if necessary. Arrange slices on a serving platter. Makes about 36 slices.