In a large saucepan, heat canola oil over medium heat. Add chopped onion and sauté for about 5 minutes until translucent.

Stir in cayenne pepper and cook for 30 seconds to bloom the flavor.

Pour in chicken broth and frozen corn, then season with salt and pepper. Bring to a boil.

Reduce heat to low and let the chowder simmer uncovered for 5 minutes.

Stir in coconut milk and let the mixture cool slightly for 2 minutes.

Blend the soup in batches until smooth, then return it to the saucepan.

Add uncooked shrimp and cook for 5-6 minutes until pink and opaque.

Stir in lime juice and cilantro just before serving.

Ladle chowder into bowls and garnish with avocado.