Using a sharp knife, carefully slice off the top and bottom of the orange, giving you a stable cutting surface and making it easier to trim the rest of the peel.
Trim away the skin and the pith by cutting even downward strokes, slicing the skin away from the flesh and discard. Using a paring knife, carefully cut between the membranes to segment the orange. Cut until you reach the middle of the orange, but not cutting all the way through.
Repeat process with the grapefruit segments. Slide a paring knife between the membrane and segment, then pop the segment out.
Place frisee lettuce on a platter; arrange segmented citrus and avocados on top. Sprinkle sea salt over the salad.
