1. Peel and devein shrimp, reserving the shells.
2. Heat a Dutch oven over medium-high heat. Coat pan with cooking spray. Add shrimp shells, onion, garlic, and peppers; sauté 3 minutes, stirring frequently. Add wine to pan; cook 3 minutes or until liquid almost evaporates, stirring occasionally. Add 6 cups water; bring to a boil. Reduce heat, and simmer 40 minutes or until liquid is reduced to 3 cups; strain over a bowl. Discard solids. Wipe pan clean.
3. Melt butter in pan over medium-high heat. Stir in flour; cook 1 minute, stirring constantly. Gradually add 1 cup shrimp broth, stirring constantly with a whisk. Stir in remaining 2 cups broth, cream, 1/2 teaspoon salt, and saffron; bring to a boil. Cook 5 minutes or until slightly thick, stirring occasionally. Sprinkle shrimp and fish evenly with remaining 1/2 teaspoon salt; add to pan. Reduce heat, and simmer 3 minutes or until shrimp are pink and fish flakes easily. Remove from heat. Ladle about 2/3 cup soup into each of 6 bowls; top each serving with 1 1/2 teaspoons cilantro and about 1 1/2 tablespoons avocado. Serve with lime wedges.
Wine note: The ever-popular Santa Margherita Pinot Grigio from Italy, 2008 ($20), is a zesty, crisp white with notes of grapefruit and lime. With a kick of heat in your bowl, you want refreshment in your glass. This wine delivers with vibrant fruit and a clean finish. --Natalie MacLean