Move oven rack to upper third of oven (6 to 8 inches from top of oven). Preheat oven to 475 degree F. Thaw shrimp or salmon if frozen. Rinse and pat dry.
In a lightly greased baking pan arrange shrimp in a single layer. Brush with cooking oil. Sprinkle with salt and pepper. Bake, uncovered, for 10 minutes or until opaque, turning once. Cool in pan on a wire rack for 15 minutes. Transfer to a large bowl, cover tightly, and chill overnight.
Brush salmon with oil; sprinkle with salt and pepper. Place in a shallow roasting pan. Roast, uncovered, about 15 minutes or until fish flakes easily when tested with a fork in thickest portion. Cool 30 minutes. Wrap in plastic wrap and chill overnight.
Prepare Bread-and-Butter and Mango sauces.
About 30 minutes before serving, remove shrimp or salmon from refrigerator and transfer to a serving bowl or platter. Prepare Avocado Sauce.
Serve shrimp with the three sauces. If serving salmon, place cooked fish on a medium serving platter and arrange sauces around the fish. Guests may cut off portions of fish with a serving spatula or fork. Makes 6 servings.
In a small bowl combine avocados, green onion; and lime juice.
In a small bowl combine mango, grape tomatoes, and red onion. Cover and chill overnight.
Bread-and-Butter Pickle Sauce
In a small bowl combine mayonnaise, bread-and-butter pickles, and orange or lemon peel. Cover and chill overnight.